Dear R studio user, I am using fractal package for Hurst exponent. However i am facing problem in Difference Variance Method. I have used the below code:
hurstBlock(b, method="diffvar", scale.min=40, scale.max=NULL, scale.ratio=2, weight=function(x) rep(1,length(x)), fit=lm)
But the error message is coming like this:
Error in if (any(scale < 0)) stop("Negative scale(s) not allowed") : missing value where TRUE/FALSE needed
Other methods such as aggabs and aggvar are not showing any error. But for the diffvar it is showing error. Can any one give suggestion.