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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
406 Babbidge R...