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r / packages / r-tseriesmma

Multiscale multifractal analysis (MMA) (Gierałtowski et al., 2012)<DOI:10.1103/PhysRevE.85.021915> is a time series analysis method, designed to describe scaling properties of fluctuations within the signal analyzed. The main result of this procedure is the so called Hurst surface h(q,s) , which is a dependence of the local Hurst exponent h (fluctuation scaling exponent) on the multifractal parameter q and the scale of observation s (data window width).

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conda 27.5 kB | noarch/r-tseriesmma-0.1.1-r43h142f84f_0.tar.bz2  1 year and 2 months ago 22 main
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