mfdfa_cj

Fast function for computing multifractal analysis using a lesser-known method
for estimating the family of long-range temporal correlations or scaling 
exponents in time series data. This is also a form of multifractal 
analysis that indicates the degree of interaction across temporal scales.

Various functions for performing fractal and multifractal analysis including performing fractal regression. Please refer to Peng and colleagues (1994) <doi:10.1103/physreve.49.1685>, Kantelhardt and colleagues (2002)<doi:10.1016/S0378-4371(02)01383-3>, and Likens and colleagues (2019) <doi:10.1016/j.physa.2019.121580>.

Aaron Likens

fractalRegression

Performs Fractal Analysis and Fractal Regression

mfdfa_cj function

<dl><dt>Timeseries</dt>
<dd>is a real valued time series</dd>
<dt>qValues</dt>
<dd>real valued vector of q-orders</dd>
<dt>scales</dt>
<dd>unsigned integer vector of scales to be resolved</dd></dl>

Arguments

Multifractal Analysis Chhabra-Jensen Method — mfdfa_cj

<dl>

<dt>Timeseries</dt>
<dd>is a real valued time series</dd>


<dt>qValues</dt>
<dd>real valued vector of q-orders</dd>


<dt>scales</dt>
<dd>unsigned integer vector of scales to be resolved</dd>

</dl>

mfdfa_cj: Multifractal Analysis Chhabra-Jensen Method

Description

Usage

Arguments