[R] Multifractal detrended fluctuation analysis

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James Dixon

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Jan 21, 2009, 10:17:48 AM1/21/09

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Dear R-users,
Has anyone written a function for multifractal detrended
fluctuation analysis? The "fractal" package does mono-fractal DFA,
but not multifractal as far as I can tell. The MF-DFA approach is
presented in:

J. W. Kantelhardt, S. Zschiegner, E. Koscielny-Bunde, S. Havlin, A.
Bunde, and H. E. Stanley, "Multifractal Detrended Fluctuation
Analysis of Nonstationary Time Series," Physica A 316, 87-114 (2002).

Thanks for any help you can provide.

Sincerely,

J. Dixon

--
James A. Dixon
Department of Psychology
406 Babbidge Road, Unit 1020
University of Connecticut
Storrs, CT 06269-1020
Phone: (860)486-6880
Fax: (860)486-2760
email: james...@uconn.edu

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Dixon, James

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Jan 23, 2009, 8:39:29 AM1/23/09

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Apologies for re-posting. I mistakenly sent embedded text in my initial post. Sorry, I'm new at this.

Best,

- J. Dixon
----

J. W. Kantelhardt, S. Zschiegner, E. Koscielny-Bunde, S. Havlin, A.
Bunde, and H. E. Stanley, "Multifractal Detrended Fluctuation
Analysis of Nonstationary Time Series," Physica A 316, 87-114 (2002).

Thanks for any help you can provide.

Sincerely,

J. Dixon

--
James A. Dixon
Department of Psychology
406 Babbidge Road, Unit 1020
University of Connecticut
Storrs, CT 06269-1020
Phone: (860)486-6880
Fax: (860)486-2760
email: james...@uconn.edu