F2_DFA: Function used to calculate the square DFA fluctuation

In zlfccnu/econophysics: Functions for econophysics

Description

Function used to calculate the square DFA fluctuation

Usage

F2_DFA(
  x,
  nVec = NULL,
  sampleNum = NULL,
  thread = 3,
  detrendOrder = 3,
  sampleMethod = 2,
  lengthRatio = 0.05
)

Arguments

x	a numeric vector which convert from a time series
nVec	the time scale of the detrended operation
sampleNum	the random sampled number
thread	the parallel threads number
detrendOrder	the detrending polynomial order
sampleMethod	1 means the determined sample number method, other values mean the nonoverlap method

Value

A list of the square DFA fluctuation for scale nVec

zlfccnu/econophysics documentation built on Feb. 23, 2022, 10:22 p.m.