DFA_aux {DFA}

Detrended Fluctuation Analysis Auxiliary function

Description

Function, which is used as an auxiliary function with DFA, to store data between each iteration and thus decrease the computation time speed to compute the alpha coefficient.

Usage

DFA_aux(j, box_size, ninbox2, file, y_k, m, N)

Arguments

j

J-th iteration

box_size

Vector of box sizes (must be used in conjunction with scale = "F")

ninbox2

The number of windows

file

Univariate time series (must be a vector or data frame)

y_k

Vector with the fit's output stored.

m

An integer of the polynomial order for the detrending (by default m=1).

N

The time series size

Details

The DFA fluctuation can be computed in a geometric scale or for different choices of boxes sizes.

Value

boxe

Size n of the overlapping boxes.

DFA

Detrended Fluctuation function.

Note

The time series file and file2 must have the same sample size.

Author(s)

Victor Barreto Mesquita

References

C.-K. Peng, S.V. Buldyrev, S. Havlin, M. Simons, H.E. Stanley, A.L. Goldberger Phys. Rev. E, 49 (1994), p. 1685

H.E. Stanley, L.A.N. Amaral, A.L. Goldberger, S. Havlin, P.Ch. Ivanov, C.-K. Peng Physica A, 270 (1999), p. 309

P.C. Ivanov, A. Bunde, L.A.N. Amaral, S. Havlin, J. Fritsch-Yelle, R.M. Baevsky, H.E. Stanley, A.L. Goldberger Europhys. Lett., 48 (1999), p. 594

P. Talkner, R.O. Weber Phys. Rev. E, 62 (2000), p. 150

M. Ausloos, K. Ivanova Physica A, 286 (2000), p. 353

H.E. Hurst, R.P. Black, Y.M. Simaika Long-Term Storage, An Experimental Study, Constable, London (1965)

Examples

#There is not directy usage of this function, 
# because it must be used in parallel with the DFA function.