Simplify __get_RS() code, fix a typo in README.md

Mottl · Nov 8, 2018 · bfcd29f · bfcd29f
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diff --git a/README.md b/README.md
@@ -20,9 +20,8 @@ or
 
 ## Usage
 ```python
-import matplotlib.pyplot as plt
 import numpy as np
-import matplotplotlib.pyplot as plt
+import matplotlib.pyplot as plt
 from hurst import compute_Hc, random_walk
 
 # Use random_walk() function or generate a random walk series manually:

diff --git a/hurst/__init__.py b/hurst/__init__.py
@@ -84,18 +84,15 @@ def __get_RS(series, kind):
 
     elif kind == 'price':
         incs = __to_pct(series)
-        # convert price to percentt changes to price:
-        _series = np.hstack([[0.],np.cumsum(incs)])
-        mean_inc = (_series[-1] - _series[0]) / len(incs)
+        mean_inc = np.sum(incs) / len(incs)
         deviations = incs - mean_inc
         Z = np.cumsum(deviations)
         R = max(Z) - min(Z)
         S = np.std(incs, ddof=1)
 
     elif kind == 'change':
         incs = series
-        _series = np.hstack([[0.],np.cumsum(incs)])
-        mean_inc = (series[-1] - series[0]) / len(incs)
+        mean_inc = np.sum(incs) / len(incs)
         deviations = incs - mean_inc
         Z = np.cumsum(deviations)
         R = max(Z) - min(Z)