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fractal

Fractal Time Series Analysis

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Version

Install

install.packages('fractal')

Monthly Downloads

43

Version

2.0-1

License

GPL-2

Maintainer

William Constantine

Last Published

May 21st, 2016

Functions in fractal (2.0-1)

RoverS

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

Estimate the Hurst coefficient by Whittle's method
HDEst

Hurvich-Deo estimate of number of frequencies to use in a periodogram regression
FDSimulate

Simulation of an FD process with time varying model parameters
lmModel

Constructor function for objects of class "lmModel"
eegduke

Electroencephalogram Recordings of a Seizure
eda.plot

Generic function for generating extended data analysis plots
hurstACVF

Estimate the Hurst coefficient by regression of scaled asinh plot of ACVF vs log(lag)
fractalBlock

Class constructor for block-dependent estimators for stochastic fractal time series
DFA

Detrended fluctuation analysis
dispersion

Dispersion analysis
KDE

Nonparametric multidimensional probability density function estimation
lmConfidence

Confidence intervals for unknown mean
lmConvert

Stochastic fractal exponent conversion
medianFilter

Median filtering of a time series
hurstSpec

Hurst coefficient estimation via spectral regression
localProjection

Time series denoising via a local projection filtering technique
findNeighbors

Nearest neighbor search in a multidimensional space
embedSeries

Creates a delay embedding of a single variable time series
chaoticInvariant

Class for chaotic invariant objects
lmSDF

SDF for various stochastic fractal time series models
corrDim

Correlation dimension
infoDim

Information dimension
beamchaos

Chaotic beam data
lmACF

ACF, PACF, and ACVF for various stochastic fractal time series models
timeLag

Estimate the proper time lag for single variable delay embeddings
lorenz

Chaotic response of the Lorenz system
FNN

Estimation of the proper embedding dimension for a single-variable time series
henon

Henon map
lyapunov

Local-Global Lyapunov Spectrum Estimation
stationarity

Testing for stationarity in a time series
spaceTime

Space time separation plot
lmSimulate

Stochastic fractal time series simulation
poincareMap

Create a Poincare map
surrogate

Surrogate data generation
hurstBlock

Hurst coefficient estimation in the time domain
pd5si

Gait stride intervals for a patient with Parkinson's Disease
ecgrr

Electrocardiogram R-R Interval Data
FNS

Estimation of the proper embedding dimension for a single-variable time series
determinism

Detecting determinism in a time series
lorenz.ode

Lorenz system ODEs