The 'fracdet' package implements a simple, yet realistic, fractal-deterministic model that may be able to capture key features of complex time series. The package also provides functionality that, under the assumptions of this model, is able to characterize the fractal component and to provide an estimation of the deterministic components present in a given time series.
|Author||Constantino Antonio Garcia Martinez|
|Maintainer||Constantino A. Garcia <[email protected]>|
|Package repository||View on GitHub|
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