Package: MFDFA 1.1

MFDFA: MultiFractal Detrended Fluctuation Analysis

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. (<doi:10.1016/j.chaos.2018.02.024> and <doi:10.1063/1.5022737>). See references for more information. Interested users can find a parallel version of the MFDFA() function on GitHub.

Authors:Mohamed Laib [aut, cre], Luciano Telesca [aut], Mikhail Kanevski [aut]

MFDFA_1.1.tar.gz
MFDFA_1.1.zip(r-4.5)MFDFA_1.1.zip(r-4.4)MFDFA_1.1.zip(r-4.3)
MFDFA_1.1.tgz(r-4.5-any)MFDFA_1.1.tgz(r-4.4-any)MFDFA_1.1.tgz(r-4.3-any)
MFDFA_1.1.tar.gz(r-4.5-noble)MFDFA_1.1.tar.gz(r-4.4-noble)
MFDFA_1.1.tgz(r-4.4-emscripten)MFDFA_1.1.tgz(r-4.3-emscripten)
MFDFA.pdf |MFDFA.html
MFDFA/json (API)

# Install 'MFDFA' in R:
install.packages('MFDFA', repos = c('https://mlaib.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/mlaib/mfdfa/issues

On CRAN:

multifractal-analysistime-series

5.39 score 17 stars 29 scripts 207 downloads 19 mentions 4 exports 1 dependencies

Last updated 6 years agofrom:61e42cd7aa. Checks:1 OK, 7 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKFeb 02 2025
R-4.5-winNOTEFeb 02 2025
R-4.5-macNOTEFeb 02 2025
R-4.5-linuxNOTEFeb 02 2025
R-4.4-winNOTEFeb 02 2025
R-4.4-macNOTEFeb 02 2025
R-4.3-winNOTEFeb 02 2025
R-4.3-macNOTEFeb 02 2025

Exports:MFDFAMFsimMFXDFAMMA

Dependencies:numbers