A Fractal Time Series Modeling and Analysis Package

Stochastic fractal and deterministic chaotic time series analysis.


Fractal Time Series Analysis

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Reference manual

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install.packages("fractal")

2.0-4 by William Constantine, a year ago


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


Authors: William Constantine [cre, aut] , Donald Percival [aut]


Documentation:   PDF Manual  


Task views: Empirical Finance, Time Series Analysis


GPL-2 license


Imports sapa, wmtsa, MASS, methods, scatterplot3d

Depends on splus2R, ifultools

Suggests akima


Imported by analytics.

Depended on by ArfimaMLM, BootWPTOS.


See at CRAN