MFDFA
stable
  • Installation
  • An exemplary one-dimensional fractional Ornstein–Uhlenbeck process
    • Generating a fractional Ornstein–Uhlenbeck process
    • Using the MFDFA
  • Multifractality in one dimensional distributions
    • Univariate random numbers from a Lévy stable distribution
  • Extensions
    • Employing Empirical Mode Decompositions for detrending
      • Understanding MFDFA’s EMD detrender
      • Using MFDFA with EMD
    • Extended Detrended Fluctuation Analysis
      • Using MFDFA’s eDFA extension
    • Moving window for segmentation
      • Using MFDFA’s window extension
  • Functions
    • MFDFA
    • Empirical Mode Decomposition for detrending timeseries
    • Fractional Gaussian noise
  • License
  • Contact
MFDFA
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  • Search
  • Edit on GitHub

© Copyright 2019-2021 Leonardo Rydin Revision 3ba6b7c0.

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