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2009 Jan 21
1
Multifractal detrended fluctuation analysis
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...