MFDFA: MultiFractal Detrended Fluctuation Analysis

Contains the MultiFractal Detrended Fluctuation Analysis (MFDFA), MultiFractal Detrended Cross-Correlation Analysis (MFXDFA), and the Multiscale Multifractal Analysis (MMA). The MFDFA() function proposed in this package was used in Laib et al. (<doi:10.1016/j.chaos.2018.02.024> and <doi:10.1063/1.5022737>). See references for more information. Interested users can find a parallel version of the MFDFA() function on GitHub.

Getting started

Package details

AuthorMohamed Laib [aut, cre], Luciano Telesca [aut], Mikhail Kanevski [aut]
MaintainerMohamed Laib <laib.med@gmail.com>
LicenseGPL-3
Version1.1
URL https://mlaib.github.io
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("MFDFA")

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MFDFA documentation built on May 2, 2019, 7:26 a.m.