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fractal
Fractal Time Series Analysis
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Version
2.0-4
2.0-1
2.0-0
1.1-1
1.0-3
1.0-2
1.0-1
Install
install.packages('fractal')
Monthly Downloads
70
Version
2.0-4
License
GPL-2
Maintainer
William Constantine
Last Published
December 21st, 2017
Functions in fractal (2.0-4)
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KDE
Nonparametric multidimensional probability density function estimation
RoverS
Estimate the Hurst coefficient by rescaled range (R/S) method
beamchaos
Chaotic beam data
chaoticInvariant
Class for chaotic invariant objects
DFA
Detrended fluctuation analysis
FDSimulate
Simulation of an FD process with time varying model parameters
FDWhittle
Estimate the Hurst coefficient by Whittle's method
FNN
Estimation of the proper embedding dimension for a single-variable time series
FNS
Estimation of the proper embedding dimension for a single-variable time series
HDEst
Hurvich-Deo estimate of number of frequencies to use in a periodogram regression
embedSeries
Creates a delay embedding of a single variable time series
eda.plot
Generic function for generating extended data analysis plots
dispersion
Dispersion analysis
eegduke
Electroencephalogram Recordings of a Seizure
lmConvert
Stochastic fractal exponent conversion
lmModel
Constructor function for objects of class "lmModel"
fractalBlock
Class constructor for block-dependent estimators for stochastic fractal time series
henon
Henon map
hurstSpec
Hurst coefficient estimation via spectral regression
localProjection
Time series denoising via a local projection filtering technique
lorenz
Chaotic response of the Lorenz system
timeLag
Estimate the proper time lag for single variable delay embeddings
ecgrr
Electrocardiogram R-R Interval Data
lmSDF
SDF for various stochastic fractal time series models
lmSimulate
Stochastic fractal time series simulation
findNeighbors
Nearest neighbor search in a multidimensional space
hurstACVF
Estimate the Hurst coefficient by regression of scaled asinh plot of ACVF vs log(lag)
hurstBlock
Hurst coefficient estimation in the time domain
infoDim
Information dimension
stationarity
Testing for stationarity in a time series
surrogate
Surrogate data generation
lmACF
ACF, PACF, and ACVF for various stochastic fractal time series models
lmConfidence
Confidence intervals for unknown mean
lorenz.ode
Lorenz system ODEs
medianFilter
Median filtering of a time series
pd5si
Gait stride intervals for a patient with Parkinson's Disease
corrDim
Correlation dimension
determinism
Detecting determinism in a time series
poincareMap
Create a Poincare map
spaceTime
Space time separation plot
lyapunov
Local-Global Lyapunov Spectrum Estimation