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).
| Version: | 0.1.1 |
| Depends: | R (≥ 3.0.2) |
| Published: | 2017-01-04 |
| Author: | Vishakh Padmakumar [aut, cre], Rishab Ranga [aut], Amogha Udupa [aut], Param Hanji [aut] |
| Maintainer: | Vishakh Padmakumar <vishakhpadmakumar at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | TSeriesMMA results |
| Reference manual: | TSeriesMMA.pdf |
| Package source: | TSeriesMMA_0.1.1.tar.gz |
| Windows binaries: | r-devel: TSeriesMMA_0.1.1.zip, r-release: TSeriesMMA_0.1.1.zip, r-oldrel: TSeriesMMA_0.1.1.zip |
| macOS binaries: | r-release: TSeriesMMA_0.1.1.tgz, r-oldrel: TSeriesMMA_0.1.1.tgz |
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