F_DFA: Function used to calculate the DFA fluctuation

In zlfccnu/econophysics: Functions for econophysics

Description

Function used to calculate the DFA fluctuation

Usage

F_DFA(
  x,
  nVec = NULL,
  sampleNum = NULL,
  qVec = c(-5:5),
  thread = 3,
  detrendOrder = 3,
  sampleMethod = 2,
  lengthRatio = 0.05
)

Arguments

x	the time series
nVec	the detrended length vector
sampleNum	the number of random sample
qVec	the mutifractal order vector
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

the DFA fluctuation which enhanced by q^th order, a dataframe

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