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TSeriesMMA: Multiscale Multifractal Analysis of Time Series Data

Multiscale multifractal analysis (MMA) (GieraƂtowski 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

Documentation:

Reference manual: TSeriesMMA.pdf

Downloads:

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 (arm64): TSeriesMMA_0.1.1.tgz, r-oldrel (arm64): TSeriesMMA_0.1.1.tgz, r-release (x86_64): TSeriesMMA_0.1.1.tgz, r-oldrel (x86_64): TSeriesMMA_0.1.1.tgz

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.