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MFDFA (version 1.1)

MultiFractal Detrended Fluctuation Analysis

Description

Contains the MultiFractal Detrended Fluctuation Analysis (MFDFA), MultiFractal Detrended Cross-Correlation Analysis (MFXDFA), and the Multiscale Multifractal Analysis (MMA). The MFDFA() function proposed in this package was used in Laib et al. ( and ). See references for more information. Interested users can find a parallel version of the MFDFA() function on GitHub.

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Version

Install

install.packages('MFDFA')

Monthly Downloads

140

Version

1.1

License

GPL-3

Maintainer

Mohamed LAIB

Last Published

April 15th, 2019

Functions in MFDFA (1.1)

MFXDFA

Multifractal detrended cross-correlation analysis
MMA

Multiscale Multifractal Analysis
MFDFA

MultiFractal Detrended Fluctuation Analysis
MFsim

Simulated multifractal series.