Performs Fractal Analysis and Fractal Regression


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Documentation for package ‘fractalRegression’ version 1.2

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dcca Detrended Cross-Correlation Analysis
dcca.plot Detrended Cross Correlation Plot
detrend_cov Detrended Covariance Functional that returns the detrended covariance between two vectors
dfa Detrended Fluctuation Analysis
dfa.plot Detrended Fluctuation Plot
dlcca Multiscale Lagged Regression Anlaysis Fast function for computing MLRA on long time series
fgn_sim Simulate fractional Gaussian Noise.
fractaldata A whitenoise, monofractal, and multifractal timeseries
iaafft Iterated Amplitude Adjusted Fourier Transform
lm_c Simplef bivariate regression written in c++
logscale logscale
mBm_mGn Multifractional Brownian motion and multifractional Gaussian noise
mc_ARFIMA Mixed-correlated ARFIMA processes
mfdfa Multifractal Detrended Fluctuation Analysis
mfdfa.plot Multifractal Spectrum Plot
mfdfa_cj Multifractal Analysis Chhabra-Jensen Method
mlra Multiscale Lagged Regression Analysis
mra Multiscale Regression Analysis (MRA)
mra.plot Multiscale Regression Plot
poly_residuals Polynomial Residuals Function that fits a polynomial and returns the residuals
seq_int Integer Sequence Function that produces a sequence of integers from 1 to N
seq_int_range Sequence of Integer ranges Function that produces a sequece of integers that span a specific range