MFDFA (1.1)

MultiFractal Detrended Fluctuation Analysis.

https://mlaib.github.io
http://cran.r-project.org/web/packages/MFDFA

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.

Maintainer: Mohamed LAIB
Author(s): Mohamed Laib [aut, cre], Luciano Telesca [aut], Mikhail Kanevski [aut]

License: GPL-3

Uses: numbers

Released 7 months ago.