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.


Reference manual

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1.1 by Mohamed Laib, 6 months ago

Browse source code at

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

Documentation:   PDF Manual  

GPL-3 license

Imports numbers

See at CRAN