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fractal
Fractal Time Series Analysis
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Install
install.packages('fractal')
Monthly Downloads
83
Version
2.0-1
License
GPL-2
Maintainer
William Constantine
Last Published
May 21st, 2016
Functions in fractal (2.0-1)
Search functions
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