fd_RR: Relative Roughness

In FredHasselman/casnet: A Toolbox for Studying Complex Adaptive Systems and Networks

Relative Roughness

Description

Relative Rougness is a ratio of local variance (autocovariance at lag-1) to global variance (autocovariance at lag-0) that can be used to classify different 'noises'.

Usage

fd_RR(y)

Arguments

y	A numeric vector.

Details

RR = 2 * \left[1 - \frac{\gamma(y)}{Var(y)}\right]

Value

The Relative Roughness of y, the values of local and global variance are returned as attributes

References

• Marmelat, V., Torre, K., & Delignieres, D. (2012). Relative roughness: an index for testing the suitability of the monofractal model. Frontiers in Physiology, 3, 208.

See Also

Other Fluctuation Analyses: fd_allan(), fd_dfa(), fd_mfdfa(), fd_psd(), fd_sda(), fd_sev()

FredHasselman/casnet documentation built on May 5, 2024, 9:38 p.m.