DFA (version 0.1.0)

DFA: DFA

Description

Applies the Detrended Fluctuation Analysis (DFA) to time series.

Usage

DFA(file,m=1)

Arguments

file

Univariate time series (must be a vector)

m

An integer of the polynomial order for the detrending (by default m=1).

Value

box_size

Size of the windows computed in a geometric scale.

Log_n

decimal logarithmic of the box size.

Log_Fn

decimal logarithmic of the Fluctuation function.

Details

The DFA fluctuation is computed in a geometric scale.

References

C.-K. Peng, S.V. Buldyrev, S. Havlin, M. Simons, H.E. Stanley, A.L. Goldberger Phys. Rev. E, 49 (1994), p. 1685

H.E. Stanley, L.A.N. Amaral, A.L. Goldberger, S. Havlin, P.Ch. Ivanov, C.-K. Peng Physica A, 270 (1999), p. 309

P.C. Ivanov, A. Bunde, L.A.N. Amaral, S. Havlin, J. Fritsch-Yelle, R.M. Baevsky, H.E. Stanley, A.L. Goldberger Europhys. Lett., 48 (1999), p. 594

P. Talkner, R.O. Weber Phys. Rev. E, 62 (2000), p. 150

M. Ausloos, K. Ivanova Physica A, 286 (2000), p. 353

H.E. Hurst, R.P. Black, Y.M. Simaika Long-Term Storage, An Experimental Study, Constable, London (1965)

Examples

# NOT RUN {
library(DFA)
data("data1")
file = data1
DFA(file,m=1)
# }
# NOT RUN {
# Example with different polynomial order.
library(DFA)
data("data2")
file = data2
DFA(file,m=3)
# }
# NOT RUN {
# }