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-4.4-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'))

Peer review:

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

On CRAN:

multifractal-analysistime-series

5.36 score 17 stars 27 scripts 153 downloads 19 mentions 4 exports 1 dependencies

Last updated 5 years agofrom:61e42cd7aa. Checks:OK: 1 NOTE: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 04 2024
R-4.5-winNOTENov 04 2024
R-4.5-linuxNOTENov 04 2024
R-4.4-winNOTENov 04 2024
R-4.4-macNOTENov 04 2024
R-4.3-winNOTENov 04 2024
R-4.3-macNOTENov 04 2024

Exports:MFDFAMFsimMFXDFAMMA

Dependencies:numbers