mlaib/MFDFA: MultiFractal Detrended Fluctuation Analysis

Contains the MultiFractal Detrended Fluctuation Analysis (MFDFA), MultiFractal Detrended Cross-Correlation Analysis (MFXDFA), and the Multiscale Multifractal Analysis (MMA). The MFDFA() function proposed in this package was used in Laib et al. (<doi:10.1016/j.chaos.2018.02.024> and <doi:10.1063/1.5022737>). See references for more information. Interested users can find a parallel version of the MFDFA() function on GitHub.

Getting started

Package details

AuthorMohamed Laib [aut, cre], Luciano Telesca [aut], Mikhail Kanevski [aut]
MaintainerMohamed Laib <[email protected]>
LicenseGPL-3
Version1.1
URL https://mlaib.github.io
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("mlaib/MFDFA")
mlaib/MFDFA documentation built on June 14, 2019, 2:14 p.m.