The Hurst exponent is graphed and outputted to the console via
hurstplot (const int *list, DATASET *dset, gretlopt opt, PRN *prn)
function found in graphing.c. This function calls hurst_exponent(...) function found in
fractals.c, which is in the plugins folder. Is there a way I can access the hurst
exponent that is printed to the console?
in the hurst_exponent(....) function found in fractals.c there is the following code->
/* store estimate for $result accessor */
result = gretl_matrix_alloc(1, 2);
gretl_matrix_set(result, 0, 0, hmod.coeff[1]);
gretl_matrix_set(result, 0, 1, hmod.sderr[1]);
colnames = strings_array_new(2);
colnames[0] = gretl_strdup("hurst");
colnames[1] = gretl_strdup("se");
gretl_matrix_set_colnames(result, colnames);
set_last_result_data(result, GRETL_TYPE_MATRIX);
Is this storing the hurst exponent some were, and if so is it accesiable through the C/C++
API
I am using Gretel-2020d on Ubuntu 18
Thank you