search for: multifract

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 Detrende...

Hi, Multifractal Model of Asset Return (MMAR) is a relatively new model for financial time series this work was done by Benoit Mandelbrot, Adlai Fisher and Laurent Calvet. For those interested in the model you can find papers @ http://www.stern.nyu.edu/~afisher/papers.html (papers number 1164:1166) I'm new t...