plot.H_LFD: Plot the estimated Hurst functions and local fractal...

In Rmfrac: Simulation and Statistical Analysis of Multifractional Processes

Plot the estimated Hurst functions and local fractal dimension estimates for objects of class H_LFD

Description

Creates a plot of the user provided time series with the Hurst function estimated using Hurst, the smoothed estimated Hurst function and local fractal dimension estimated using LFD and smoothed estimates of local fractal dimension for objects of class "H_LFD".

Usage

## S3 method for class 'H_LFD'
plot(
  x,
  H_Est = TRUE,
  H_Smooth_Est = TRUE,
  LFD_Est = TRUE,
  LFD_Smooth_Est = TRUE,
  ...
)

Arguments

x	Return from H_LFD.
H_Est	Logical: If TRUE, the Hurst function estimated by using Hurst is plotted.
H_Smooth_Est	Logical: If TRUE, the smoothed estimated Hurst function is plotted. The estimated Hurst function is smoothed using the loess method.
LFD_Est	Logical: If TRUE, the local fractal dimension estimates are plotted.
LFD_Smooth_Est	Logical: If TRUE, the smoothed estimates of local fractal dimension is plotted. Smoothed using the loess method.
...	Other arguments.

Details

Compared to plot_tsest, the function's argument is a "H_LFD" object, not a time series.

Value

A ggplot object which is used to plot the time series with theoretical, raw and smoothed estimates of Hurst function and raw and smoothed estimates of local fractal dimension.

See Also

H_LFD, Hurst, LFD, plot_tsest

Examples

TS <- data.frame("t" = seq(0, 1, length = 1000), "X(t)" = rnorm(1000))
Object <- H_LFD(TS)
#Plot of time series, estimated and smoothed Hurst and LFD estimates
plot(Object)

Rmfrac documentation built on Sept. 10, 2025, 10:31 a.m.