MFDFA

MultiFractal Detrended Fluctuation Analysis

CRAN Package

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. ( and ). See references for more information. Interested users can find a parallel version of the MFDFA() function on GitHub.

  • Version1.1
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?No
  • Last release04/15/2019

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  • Imports1 package