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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
DOI: 10.32614/CRAN.package.MFDFA
Author: Mohamed Laib [aut, cre], Luciano Telesca [aut], Mikhail Kanevski [aut]
Maintainer: Mohamed Laib <laib.med at gmail.com>
License: GPL-3
URL: https://mlaib.github.io
NeedsCompilation: no
CRAN checks: MFDFA results

Documentation:

Reference manual: MFDFA.pdf

Downloads:

Package source: MFDFA_1.1.tar.gz
Windows binaries: r-devel: MFDFA_1.1.zip, r-release: MFDFA_1.1.zip, r-oldrel: MFDFA_1.1.zip
macOS binaries: r-release (arm64): MFDFA_1.1.tgz, r-oldrel (arm64): MFDFA_1.1.tgz, r-release (x86_64): MFDFA_1.1.tgz, r-oldrel (x86_64): MFDFA_1.1.tgz
Old sources: MFDFA archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=MFDFA to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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