Dispersion analysis measures the standard deviation of aggregated means of a time series taken over logarithmically distributed scales. Dispersion analysis is designed for the analysis of fractional Gaussian noise and should not be used for analyzing fractional Brownian motion.
a numeric vector or
a logical value. If
a list containing the scale and dispersion analysis statistic vectors.
Bassingthwaighte, J. B., and G. M. Raymond. Evaluation of the dispersional analysis method for fractal time series, Annals Biomedical Engineering, 23, 491–505, 1995.
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