pub fn hurst_exponent(
trajectory: &[(i64, &[f32])],
) -> Result<f32, AnalyticsError>Expand description
Hurst exponent estimation via rescaled range (R/S) analysis.
Returns a single scalar H:
- H ≈ 0.5: Brownian motion (random walk)
- H > 0.5: persistent (trending)
- H < 0.5: anti-persistent (mean-reverting)
Computed on the L2 norm of displacement vectors.