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fractal

Fractal Time Series Analysis

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Version

Install

install.packages('fractal')

Monthly Downloads

103

Version

2.0-4

License

GPL-2

Maintainer

William Constantine

Last Published

December 21st, 2017

Functions in fractal (2.0-4)

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