fractal: Fractal Time Series Modeling and Analysis

Stochastic fractal and deterministic chaotic time series analysis.

AuthorWilliam Constantine and Donald Percival (Applied Physics Laboratory, University of Washington)
Date of publicationNone
MaintainerWilliam Constantine <>

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Man pages

beamchaos: Chaotic beam data

chaoticInvariant: Class for chaotic invariant objects

corrDim: Correlation dimension

determinism: Detecting determinism in a time series

DFA: Detrended fluctuation analysis

dispersion: Dispersion analysis

ecgrr: Electrocardiogram R-R Interval Data

eegduke: Electroencephalogram Recordings of a Seizure

embedSeries: Creates a delay embedding of a single variable time series

FDSimulate: Simulation of an FD process with time varying model...

FDWhittle: Estimate the Hurst coefficient by Whittle's method

findNeighbors: Nearest neighbor search in a multidimensional space

FNN: Estimation of the proper embedding dimension for a...

FNS: Estimation of the proper embedding dimension for a...

fractalBlock: Class constructor for block-dependent estimators for...

HDEst: Hurvich-Deo estimate of number of frequencies to use in a...

henon: Henon map

hurstACVF: Estimate the Hurst coefficient by regression of scaled asinh...

hurstBlock: Hurst coefficient estimation in the time domain

hurstSpec: Hurst coefficient estimation via spectral regression

infoDim: Information dimension

KDE: Nonparametric multidimensional probability density function...

lmACF: ACF, PACF, and ACVF for various stochastic fractal time...

lmConfidence: Confidence intervals for unknown mean

lmConvert: Stochastic fractal exponent conversion

lmModel: Constructor function for objects of class "lmModel"

lmSDF: SDF for various stochastic fractal time series models

lmSimulate: Stochastic fractal time series simulation

localProjection: Time series denoising via a local projection filtering...

lorenz: Chaotic response of the Lorenz system

lorenz.ode: Lorenz system ODEs

lyapunov: Local-Global Lyapunov Spectrum Estimation

medianFilter: Median filtering of a time series

pd5si: Gait stride intervals for a patient with Parkinson's Disease

poincareMap: Create a Poincare map

RoverS: Estimate the Hurst coefficient by rescaled range (R/S) method

spaceTime: Space time separation plot

stationarity: Testing for stationarity in a time series

surrogate: Surrogate data generation

timeLag: Estimate the proper time lag for single variable delay...

Files in this package

fractal/R/fra_gnrc.R fractal/R/fra_fdp.R fractal/R/fra_filt.R fractal/R/fra_detm.R fractal/R/fra_neig.R fractal/R/fra_chaos.R fractal/R/fra_surr.R fractal/R/fra_kde.R fractal/R/fra_dim.R fractal/R/fra_model.R fractal/R/fra_pkg.R fractal/R/fra_stny.R fractal/R/fra_hurst.R
fractal/man/FNN.Rd fractal/man/lmSDF.Rd fractal/man/FDSimulate.Rd fractal/man/KDE.Rd fractal/man/localProjection.Rd fractal/man/FDWhittle.Rd fractal/man/ecgrr.Rd fractal/man/findNeighbors.Rd fractal/man/HDEst.Rd fractal/man/FNS.Rd fractal/man/infoDim.Rd fractal/man/hurstSpec.Rd fractal/man/lmConvert.Rd fractal/man/chaoticInvariant.Rd fractal/man/stationarity.Rd fractal/man/spaceTime.Rd fractal/man/dispersion.Rd fractal/man/DFA.Rd fractal/man/surrogate.Rd fractal/man/timeLag.Rd fractal/man/lmModel.Rd fractal/man/beamchaos.Rd fractal/man/lmACF.Rd fractal/man/lmConfidence.Rd fractal/man/poincareMap.Rd fractal/man/hurstACVF.Rd fractal/man/RoverS.Rd fractal/man/embedSeries.Rd fractal/man/determinism.Rd fractal/man/henon.Rd fractal/man/pd5si.Rd fractal/man/lorenz.Rd fractal/man/lorenz.ode.Rd fractal/man/medianFilter.Rd fractal/man/lyapunov.Rd fractal/man/lmSimulate.Rd fractal/man/hurstBlock.Rd fractal/man/corrDim.Rd fractal/man/fractalBlock.Rd fractal/man/eegduke.Rd

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