Implements various methods for estimating fractal dimension of time series and 2-dimensional data.
The package provides tools for estimating fractal dimension of one- or two-dimensional data, using methods described in Gneiting et al. (2010). The user can take an advantage of the available sliding window technique in which a window of a given size is slided along the data and an estimate is obtained for each position.
The main function is fd.estimate which can be used for one dimensional time series, as well as for two dimensional data. It computes one estimate for each method and each sliding window.
It is a wrapper for lower level functions for computing just one estimate on the given data, see fd.estim.method for details.
Gneiting, T., Sevcikova, H. and Percival, D. B. (2012). Estimators of fractal dimension: Assessing the smoothness of time series and spatial data. Statistical Science, 27(2), 247-277. <doi:10.1214/11-STS370> (Version as technical report available at https://stat.uw.edu/sites/default/files/files/reports/2010/tr577.pdf)