sa2fd.dfa: Informed Dimension estimate from DFA slope (H)

In FredHasselman/nlRtsa: nonlineaR time seRies analysis.

Description

Conversion formula: Detrended Fluctuation Analysis (DFA) estimate of the Hurst exponent (a self-affinity parameter sa) to an informed estimate of the (fractal) dimension (FD).

Usage

## S3 method for class 'dfa'
sa2fd(sa)

Arguments

sa	Self-Afinity parameter estimate based on DFA slope (e.g., fd.sda)).

Details

The DFA slope (H) will be converted to a dimension estimate using:

D_{DFA} <e2><89><88> 2-(tanh(log(3)*sa))

Value

An informed estimate of the Fractal Dimension, see Hasselman(2013) for details.

Author(s)

Fred Hasselman

References

Hasselman, F. (2013). When the blind curve is finite: dimension estimation and model inference based on empirical waveforms. Frontiers in Physiology, 4, 75. http://doi.org/10.3389/fphys.2013.00075

See Also

Other SA to FD converters: sa2fd.psd, sa2fd.sda

Examples

# Informed FD of white noise
sa2fd.dfa(0.5)

# Informed FD of Pink noise
sa2fd.dfa(1)

# Informed FD of blue noise
sa2fd.dfa(0.1)

FredHasselman/nlRtsa documentation built on May 6, 2019, 5:07 p.m.