Man pages for Rmfrac
Simulation and Statistical Analysis of Multifractional Processes
| Bbridge | Simulation of Brownian bridge |
| Bm | Simulation of Brownian motion |
| cov_GHBMP | Covariance of Gaussian Haar-based multifractional processes |
| cross_mean | Mean time between crossings |
| cross_rate | Crossing rate |
| cross_T | Estimated crossing times |
| est_cov | Empirical covariance function |
| exc_Area | Excursion area |
| FBbridge | Simulation of fractional Brownian bridge |
| FBm | Simulation of fractional Brownian motion |
| FGn | Simulation of fractional Gaussian noise |
| GHBMP | Simulation of Gaussian Haar-based multifractional processes |
| hclust_hurst | Hierarchical clustering |
| H_LFD | Creates objects of class 'H_LFD' |
| Hurst | Statistical estimation of the Hurst function |
| kmeans_hurst | K-means clustering |
| LFD | Estimation of the local fractal dimension |
| long_streak | Longest increasing/decreasing streak |
| mean_streak | Mean time span of increasing/decreasing streaks |
| plot.hc_hurst | Plot smoothed Hurst functions in each cluster with cluster... |
| plot.H_LFD | Plot the estimated Hurst functions and local fractal... |
| plot.k_hurst | Plot smoothed Hurst functions in each cluster with cluster... |
| plot.mp | Plot Gaussian Haar-based multifractional processes with their... |
| plot_tsest | Plot the estimated Hurst functions and local fractal... |
| print.hc_hurst | Print method for "hc_hurst" class objects |
| print.k_hurst | Print method for "k_hurst" class objects |
| Rmfrac-package | Rmfrac: Simulation and analysis of multifractional processes |
| RS_Index | Relative strength index |
| shinyapp_sim | Shiny app to visualise and analyse processes |
| sojourn | Estimated sojourn measure |
| X_max | Estimated maximum of a time series |
| X_min | Estimated minimum of a time series |
