MultiFractal Detrended Fluctuation Analysis

Contains the MultiFractal Detrended Fluctuation Analysis (MFDFA), MultiFractal Detrended Cross-Correlation Analysis (MFXDFA), and the Multiscale Multifractal Analysis (MMA). The MFDFA() function proposed in this package was used in Laib et al. ( and ). See references for more information. Interested users can find a parallel version of the MFDFA() function on GitHub.


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install.packages("MFDFA")

1.1 by Mohamed Laib, 2 months ago


https://mlaib.github.io


Browse source code at https://github.com/cran/MFDFA


Authors: Mohamed Laib [aut, cre] , Luciano Telesca [aut] , Mikhail Kanevski [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports numbers


See at CRAN