similar to: Interface between fractal geometry and statistics

hi all, I have a simple question that does power spectral analysis related to capacity dimension, information dimension, lyapunov exponent, hurst exponent. If yes then please show me the way. I am newbie in the world of chaos. Sayonara With Smile & With Warm Regards :-) G a u r a v Y a d a v Senior Executive Officer, Economic Research & Surveillance Department, Clearing

I'm working with the DFA (detrended fluctuation analysis) function in the package fractal on postural sway data, and for the life of me can't get the results to turn out as they should given what my data looks like. The data resemble a random walk, but the Hurst exponent estimates that I'm getting at ~0.9 instead of ~1.4, which is the value a researcher I've been working with

Hello, I'm using fArma package to estimate the value of Hurst exponent using R/S method. However, for a certain set of data I get H ~ 1.8. How do I interpret this? Following are the output that I get for this set: > mean(data[,2]) [1] 400.5433 > sd(data[,2]) [1] 1139.786 > > rsFit(data[,2], levels = 64) Title: Hurst Exponent from R/S Method Call: rsFit(x = data[, 2], levels

Dear All, I am a novice when it comes to time-series analysis and at the moment I am actually interested in calculating the Hurst exponent of a time series. This question has already been asked quite some time ago http://bit.ly/98dZsi and I trust some progress has been made ever since. I was able to find some functions in the packages http://cran.r-project.org/web/packages/Rwave/index.html

Hello, I am trying to collect several global measures or statistics for time-series as well as packages of R that can compute them. I have found several of them in papers and books, but the literature is so big i am sure i am missing several of them. skewness kurtosis min max mean SD trend seasonality periodicity chaos (Lyapunov Exponent) / Largest Lyapunov Exponent (i think is the same

Dear R People: At one time, there were packages called fractal and Fractal, respectively, which had different functions. I can't seem to find Fractal any more. Does it still exist somewhere, please? Thanks in advance for any help! Sincerely, Erin -- Erin Hodgess Associate Professor Department of Computer and Mathematical Sciences University of Houston - Downtown mailto: erinm.hodgess

Has anyone writen R code for estimating Hurst exponent with R/S method or other methods? or any other source of R code available? Many thanks Catherine Wang

Dear R Users, Can anyone point me to a package for R vrsion 2.7.1 which implements some Hurst exponent estimation methods ? Thanks in advance, Tolga Generally, this communication is for informational purposes only and it is not intended as an offer or solicitation for the purchase or sale of any financial instrument or as an official confirmation of any transaction. In the event you are

Greetings of Peace! I am new in R software. I want to use the correlation dimension corrDim in computing a map. I have installed the packages(fractal) in R. Now my problem is this, when I tried your example in the following site http://rgm2.lab.nig.ac.jp/RGM2/func.php?rd_id=fractal:corrDim  > library(fractal) > png(filename="corrDim_%03d_med.png", width=480, height=480) >

Hello, I want to use Fractal Explorer, which is freeware and available from http://www.eclectasy.com/Fractal-Explorer/ ,under Wine. It mostly works, however the main window doesn't redraw correctly, it shows the background. This image shows what happen: http://img10.imageshack.us/img10/3786/blahqnm.jpg Any sollutions? I'm using latest Wine on x86_64 Arch Linux. Thanks. -- Renan Birck

Hello, I'm an absolute beginner with R. I'm hoping to do some time-series analysis on my data. The data looks like #time value 18 153 20 426 70 7 83 130 84 7 and so on where time could be in seconds or hours or days (not all at the same time). How could I import such a file to R and do some simple stuff (say plot the values)? As per the tutorials on time series, I could use the ts()

Dear all I tried to find some packages (or programs) for image analysis and especially fractal dimension image analysis but so far I had not success. It shall be used for particle surface layer analysis from TEM images. Any suggestions? Best regards Petr

Hello, I have a problem that I think can be solved in R but I'm not sure how to tie things together. I have a digital image of a crystal growth in 2 dimensions. And my aim is to calculate the fractal dimension of the crystal. I was planning to use the box counting method. So I need to read in the image in R (for which I can use the pixmap or rimage packages) and then draw a grid over at a

Dear All; I have used fbmSim to simulate a fbm sequence, however, when I tried to estimate the Hurst effect, none of the nine procedures gave me an answer close enough to the real value, which is 0.5 (n=1000). So, would you please advice, 1. which is the best method to estimate the H among the 9 mehods, R/S, higuchi or Whittle? 2. how to choose the levels (default=50), minnpts, cutoff values or

Hi R-Users I need to estimate Lyapunov exponent of my time series. After reading description of all functions available I still don't know how to determine time delay. My time series length is 4200. Is it possible to determine time delay with other function's output or I can choose any random value? Thanks for your help! -- View this message in context:

Dear Sir, I’am a frensh student and i’am a new user of the R software. After using the command (x<-read.delim(“clipboard”) to read a spreadsheet of Excel, I want to run the bds test and calculate the Lyapunov exponent. I have charged the R software by the packages tseries and tseriesChaos. when i run bds.test(x,m=2) Unfortunately the R software displays “error in as.vector(x,mode= “double”) :

Hallo, I am a newbie to R and desperatley seeking some material about fractal geometry. I found the great library on wavelet analysis of images and I'm now also keen on finding a similar package for calculating fractal parameters for given images. Does anybody know something about such a package? Every hint is greatly appreciated!! I searched already the database, but did not find anything

Mira el conjunto de mandelbrot en r cómo mola https://www.google.es/amp/s/www.r-bloggers.com/the-mandelbrot-set-in-r/amp/ El 3 nov. 2017 4:20 PM, "eric" <ericconchamunoz en gmail.com> escribió: > hola luis, podrias explicarte un poco mas ? que quieres decir con "obtener > fractales de una imagen" ? > > Puedes construir una imagen con fractales, pero

https://rdrr.io/rforge/fractal/ https://cran.r-project.org/web/packages/fractal/fractal.pdf Hi, I am trying to learn about nonlinear time series, and fractal time series analysis in particular. I am interested in becoming proficient with the 'fractal' package. I have two specific questions: 1. I have a basic understanding of ARMA and ARIMA models. Can someone recommend

Hi everybody, I put some R-code to a web page for drawing fractals. See http://fractalswithr.blogspot.com/ If you have some R-code for fractal images, I'm willing to include them to the page. Has somebody tried L-systems or Markov algorithm (http:// en.wikipedia.org/wiki/Markov_algorithm) with R? Best wishes, Atte Tenkanen University of Turku, Finland