wol-fi/multifractal: Multifractal and Surrogate Analysis

The package provides functions for performing improved MF-DFA anaylsis, simulation of multifractal signals and surrogate algorithms (IAAFT, IAAWT) for testing the significance of multifractality.

Getting started

Package details

AuthorWolfgang Schadner
MaintainerWolfgang Schadner <wolfgang.schadner@unisg.ch>
LicenseGPL-2 | GPL-3
Version1.0.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("wol-fi/multifractal")
wol-fi/multifractal documentation built on May 31, 2022, 1:18 a.m.