citiususc/fracdet: models 1/f noise + deterministic oscillations

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.

Getting started

Package details

AuthorConstantino Antonio Garcia Martinez
MaintainerConstantino A. Garcia <[email protected]>
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
citiususc/fracdet documentation built on June 23, 2018, 8:42 a.m.