Matlab dwtleader equivalent

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Kevin Scott

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Apr 29, 2022, 5:34:34 AMApr 29
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Is there anything equivalent for matlab's dwtleader function: https://nl.mathworks.com/help/wavelet/ref/dwtleader.html#bvfgqrt ?

I am working with multifractal analysis and trying to extract the singularity spectrum and holder exponents from a time-series. This follows the wavelet leaders multi-fractal formalism (WLMF) which consists of the steps:
1. DWT
2. Wavelet leaders
3. Structure function
4. Scaling exp.
5. Singularity spectrum


But I can't seem to find any information about doing this with python.
Any help is greatly appreciated!
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