similar to: Multifractal detrended fluctuation analysis

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 to R and I was wondering if anyone of you had tried to implement this model in R

Good afternoon, my name is Gorka Merino and i am a scientist working in the Marine Science Institune in Barcelone. I'm interested in the application of "Detrended Fluctuation Analysis" (DFA) with the R packages. I've tried to obtain some information related to DFA from the 'Help' options but failed. Could somebody inform me about the use of these techniques in R

Hi All I was using the DFA() in the fractal package to examine a set of time series data. And I was not sure what the H estimate meant from the summary table. is it the alpha of the power law equation?

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

Hi, I hope someone knows the answer to this or has a real good reference about it (I am using Legendre & Legendre, Numerical Ecology, 1998).... My data is a data.frame with locations as rows and vegetation assemblages / species as columns. I've done a PCA, a correspondance analysis (CA) using ca in ca package and a detrended correspondance analysis (DCA) using decorana from vegan package.

Hello! I wonder if there is a typo in detrending code of spec.pgram in spectrum.R from stats package. One can see in the code https://svn.r-project.org/R/trunk/src/library/stats/R/spectrum.R . I am afraid there is a typo and the code should look like if (detrend) { t <- 1L:N - (N + 1)/2 sumt2 <- N * (N^2 - 1)/12 for (i in 1L:ncol(x)) x[, i] <- x[, i] -

Hi all, Has anyone tested for FA in R? I need to seperate out the variance due to measurement error from variation between individuals (following Palmer & Strobeck 1986). Andy Higginson Animal Behaviour and Ecology Research Group School of Biology University of Nottingham NG7 2RD U.K. This message has been checked for viruses but the contents of an attachment may still contain

https://bugs.freedesktop.org/show_bug.cgi?id=107628 Bug ID: 107628 Summary: On GeForce 8200M G, driver reports wild temperature fluctuations, effectively blocking the system at boot Product: xorg Version: unspecified Hardware: x86-64 (AMD64) OS: Linux (All) Status: NEW Severity: normal

I am trying to get a TrippLite SU1500RTXL2Ua working with nut on Mandriva 2007.1, is there a particular version of nut needed to get this to work? At first I tried nut 2.0.5 (which came with 2007.1) but it wouldn't work, and then research showed it was an older version of nut. So nut-2.2.1-2 src rpm was pulled from Mandriva 2008.1, the binary rpm built, and nut and nut-server installed from

In order to improve the performance of fsync, we use the outstanding ordered extents to avoid looking up the checksum from the csum tree. But we didn''t filter out the ordered extents whose csum is still being calculated, when we got those ordered extents, we had to wait for the csum calculation. It made the performance dropped down suddenly. (On my box, it drop down from 56MB/s to

Sort of complex problem: I am trying to connect to a samba sever vers 2.2.3a on a redhat linux 7.2 from an XP prof box named 'bob' through a cable modem into my work domain. I am able to connect to the server easily when on the local network at work using simply \\SERVER from the PC's in the domain (so samba is working well there). But I want to connect via my cable modem from my XP