mfdfa_cj: Multifractal Analysis Chhabra-Jensen Method
In fractalRegression: Performs Fractal Analysis and Fractal Regression
mfdfa_cj R Documentation
Multifractal Analysis Chhabra-Jensen Method
Description
Fast function for computing multifractal analysis using a lesser-known method
for estimating the family of long-range temporal correlations or scaling
exponents in time series data. This is also a form of multifractal
analysis that indicates the degree of interaction across temporal scales.
Usage
mfdfa_cj(Timeseries, qValues, scales)
Arguments
Timeseries
is a real valued time series
qValues
real valued vector of q-orders
scales
unsigned integer vector of scales to be resolved
fractalRegression documentation built on Aug. 20, 2023, 1:06 a.m.
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| mfdfa_cj | R Documentation |
Multifractal Analysis Chhabra-Jensen Method
Description
Fast function for computing multifractal analysis using a lesser-known method for estimating the family of long-range temporal correlations or scaling exponents in time series data. This is also a form of multifractal analysis that indicates the degree of interaction across temporal scales.
Usage
mfdfa_cj(Timeseries, qValues, scales)
Arguments
Timeseries |
is a real valued time series |
qValues |
real valued vector of q-orders |
scales |
unsigned integer vector of scales to be resolved |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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