mfdfa_cj {fractalRegression}

Multifractal Analysis Chhabra-Jensen Method

Description

Fast function for computing multifractal analysis using a lesser-known method for estimating the family of long-range temporal correlations or scaling exponents in time series data. This is also a form of multifractal analysis that indicates the degree of interaction across temporal scales.

Usage

mfdfa_cj(Timeseries, qValues, scales)

Arguments

Timeseries

is a real valued time series

qValues

real valued vector of q-orders

scales

unsigned integer vector of scales to be resolved