Description Usage Arguments Value References Examples
Generates series using the binomial multifractal model (see references).
1 | MFsim(N,a)
|
N |
The length of the generated multifractal series. |
a |
Exponent that takes values in [0.6, 1]. |
A vector containing the multifractal series.
J. Feder, Fractals, Plenum Press, New York, NY, USA, 1988.
E.L. Flores-Márquez, A. Ramírez-Rojas, L. Telesca, Multifractal detrended fluctuation analysis of earthquake magnitude series of Mexican South Pacific Region, Applied Mathematics and Computation, Volume 265, 2015, Pages 1106-1114, ISSN 0096-3003.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 | a<-0.9
N<-1024
tsx<-MFsim(N,a)
scale=10:100
q<--10:10
m<-1
b<-MFDFA(tsx, scale, m, q)
dev.new()
par(mai=rep(1, 4))
plot(q, b$Hq, col=1, axes= FALSE, ylab=expression('h'[q]), pch=16, cex.lab=1.8,
cex.axis=1.8, main="q-order Hurst exponent", ylim=c(min(b$Hq),max(b$Hq)))
grid(col="midnightblue")
axis(1)
axis(2)
## Not run:
## Example with Levy distribution ####
require(rmutil)
tsx <- rlevy(1000, 0, 1)
scale=10:100
q<--10:10
m<-1
b<-MFDFA(tsx, scale, m, q)
dev.new()
plot(q, b$Hq, col=1, axes= F, ylab=expression('h'[q]), pch=16, cex.lab=1.8,
cex.axis=1.8, main="Hurst exponent", ylim=c(min(b$Hq),max(b$Hq)))
grid(col="midnightblue")
axis(1, cex=4)
axis(2, cex=4)
## End(Not run)
|
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