sa2fd.psd: Informed Dimension estimate from Spectral Slope (aplha)

In FredHasselman/nlRtsa: nonlineaR time seRies analysis.

Description

Conversion formula: From periodogram based self-affinity parameter estimate (sa) to an informed estimate of the (fractal) dimension (FD).

Usage

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

Arguments

sa	Self-Affinity parameter estimate based on PSD slope (e.g., fd.psd)).

Details

The spectral slope will be converted to a dimension estimate using:

D_{PSD}\approx\frac{3}{2}+\frac{14}{33}*\tanh≤ft(Slope * \ln(1+√{2})\right)

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.dfa, sa2fd.sda

Examples

# Informed FD of white noise
sa2fd.psd(0)

# Informed FD of Brownian noise
sa2fd.psd(-2)

# Informed FD of blue noise
sa2fd.psd(2)

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