Hill - Perform the Hill and Alternative Hill estimators of a time series x
Perform the Hill and Alternative Hill estimators of a time series x>0. n is the number of points placed uniformaly between 0 and 1.
x=read('./demos/fgn',-1,1); [Hill,altHill]=Hill(x,50); scf; subplot(3,1,1);plot(x);xtitle('x'); subplot(3,1,2);plot(Hill);xtitle('Hill plot'); subplot(3,1,3);plot(altHill);xtitle('Alternative Hill plot');