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.

Version: 1.1
Imports: numbers
Published: 2019-04-15
Author: Mohamed Laib [aut, cre], Luciano Telesca [aut], Mikhail Kanevski [aut]
Maintainer: Mohamed Laib < at>
License: GPL-3
NeedsCompilation: no
CRAN checks: MFDFA results


Reference manual: MFDFA.pdf
Package source: MFDFA_1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: MFDFA_1.1.tgz, r-oldrel: MFDFA_1.1.tgz
Old sources: MFDFA archive


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