Apologies for re-posting. I mistakenly sent embedded text in my initial post.
Sorry, I'm new at this.
Best,
- J. Dixon
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Dear R-users,
Has anyone written a function for multifractal detrended
fluctuation analysis? The "fractal" package does mono-fractal DFA,
but not multifractal as far as I can tell. The MF-DFA approach is
presented in:
J. W. Kantelhardt, S. Zschiegner, E. Koscielny-Bunde, S. Havlin, A.
Bunde, and H. E. Stanley, "Multifractal Detrended Fluctuation
Analysis of Nonstationary Time Series," Physica A 316, 87-114 (2002).
Thanks for any help you can provide.
Sincerely,
J. Dixon
--
James A. Dixon
Department of Psychology
406 Babbidge Road, Unit 1020
University of Connecticut
Storrs, CT 06269-1020
Phone: (860)486-6880
Fax: (860)486-2760
email: james.dixon at uconn.edu