shinyapp_sim: Shiny app to visualise and analyse processes

In Rmfrac: Simulation and Statistical Analysis of Multifractional Processes

Shiny app to visualise and analyse processes

Description

Launches a Shiny app to visualise and analyse realisations of Brownian motion (see Bm), Brownian bridge (see Bbridge), fractional Brownian motion (see FBm), fractional Brownian bridge (see FBbridge), fractional Gaussian noise (see FGn), Gaussian Haar-based multifractional processes (see GHBMP) and user-provided time series data.

Usage

shinyapp_sim()

Details

For Input time series, provide a .csv file that has headers of its columns. It must have two columns: the first column should contain the numeric time sequence t, and the second the corresponding time series values X(t). To get reliable estimation results for time series, it is recommended to use at least 500 time points. Make sure there are no extra header rows or footnotes.

Value

An interactive Shiny app with the following user interface controls.

GHBMP simulation

Hurst function

Input the Hurst function in terms of t. The default is set to 0.5 + 0*t.

Time sequence

Input the time sequence which belongs to the interval [0,1]. The default is set to seq(0, 1, by = (1/2)^10).

J

Input or select a positive integer. For large J could be rather time consuming. Default is set to 15.

Hurst function and LFD estimation

Number of sub-intervals for estimation

Default is set to 100.

Q

Input or select an integer greater than or equal to 2. Default is set to 2.

L

Input or select an integer greater than or equal to 2. Default is set to 2.

Plot

Choose the required from: Theoretical Hurst function, Raw estimate of Hurst function, Smoothed estimate of Hurst function, Raw estimate of Local Fractal Dimension, Smoothed estimate of Local Fractal Dimension.

Excursion set and area

Number of time steps

Input the number of steps the time interval needs to be split into.

Constant level

Input the constant level.

Compare to level

Greater, Lower.

Plot

Select: Excursion set, Excursion area.

Longest streak

Longest streak to plot

Select: Increasing, Decreasing.

Maximum and minimum

Plot

Select: Maximum, Minimum.

See Also

Bm, FBm, FGn, Bbridge, FBbridge, GHBMP, Hurst, LFD, sojourn, exc_Area long_streak, X_max, X_min

Examples

if (interactive()) {
  shinyapp_sim()
}

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