Crandore Hub

MFDFA

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. (<doi:10.1016/j.chaos.2018.02.024> and <doi:10.1063/1.5022737>). See references for more information. Interested users can find a parallel version of the MFDFA() function on GitHub.

Versions across snapshots

VersionRepositoryFileSize
1.1 rolling linux/jammy R-4.5 MFDFA_1.1.tar.gz 37.6 KiB
1.1 rolling linux/noble R-4.5 MFDFA_1.1.tar.gz 37.5 KiB
1.1 rolling source/ R- MFDFA_1.1.tar.gz 8.4 KiB
1.1 latest linux/jammy R-4.5 MFDFA_1.1.tar.gz 37.6 KiB
1.1 latest linux/noble R-4.5 MFDFA_1.1.tar.gz 37.5 KiB
1.1 latest source/ R- MFDFA_1.1.tar.gz 8.4 KiB
1.1 2026-04-26 source/ R- MFDFA_1.1.tar.gz 8.4 KiB
1.1 2026-04-23 source/ R- MFDFA_1.1.tar.gz 8.4 KiB
1.1 2026-04-09 windows/windows R-4.5 MFDFA_1.1.zip 40.1 KiB
1.1 2025-04-20 source/ R- MFDFA_1.1.tar.gz 8.4 KiB

Dependencies (latest)

Imports