monoH: mono Hurst

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

mono Hurst

Description

mono Hurst

Usage

monoH(
  TSm,
  scaleS,
  removeTrend = c("no", "poly", "adaptive", "bridge")[2],
  polyOrder = 1,
  overlap = overlap,
  returnPLAW = FALSE,
  returnSegments = FALSE,
  removeRMSbelow = .Machine$double.eps
)

Arguments

TSm	TS matrix with 2 columns t (1st) and y (second)
scaleS	If not NA, it should be a numeric vector listing the scales on which to evaluate the detrended fluctuations. Arguments ⁠scaleMax, scaleMin, scaleResolution⁠ and dataMin will be ignored (default = NA)
removeTrend	Method to use for global detrending (default = "poly")
polyOrder	Order of global polynomial trend to remove if removeTrend = "poly". If removeTrend = "adaptive" polynomials 1 to polyOrder will be evaluated and the best fitting curve (R squared) will be removed (default = 1)
overlap	A number in ⁠[0 ... 1]⁠ representing the amount of 'bin overlap' when calculating the fluctuation. This reduces impact of arbitrary time series begin and end points. If length(y) = 1024 and overlap is .5, a scale of 4 will be considered a sliding window of size 4 with step-size floor(.5 * 4) = 2, so for scale 128 step-size will be 64 (default = NA)
returnPLAW	Return the power law data (default = FALSE)

FredHasselman/casnet documentation built on April 20, 2024, 3:05 p.m.