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TSeriesMMA  

Multiscale Multifractal Analysis of Time Series Data
View on CRAN: Click here


Download and install TSeriesMMA package within the R console
Install from CRAN:
install.packages("TSeriesMMA")

Install from Github:
library("remotes")
install_github("cran/TSeriesMMA")

Install by package version:
library("remotes")
install_version("TSeriesMMA", "0.1.1")



Attach the package and use:
library("TSeriesMMA")
Maintained by
Vishakh Padmakumar
[Scholar Profile | Author Map]
First Published: 2017-01-04
Latest Update: 2017-01-04
Description:
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).
How to cite:
Vishakh Padmakumar (2017). TSeriesMMA: Multiscale Multifractal Analysis of Time Series Data. R package version 0.1.1, https://cran.r-project.org/web/packages/TSeriesMMA. Accessed 30 Apr. 2025.
Previous versions and publish date:
No previous versions
Other packages that cited TSeriesMMA R package
View TSeriesMMA citation profile
Other R packages that TSeriesMMA depends, imports, suggests or enhances
Complete documentation for TSeriesMMA
Functions, R codes and Examples using the TSeriesMMA R package
Some associated functions: mma . 
Some associated R codes: Full TSeriesMMA package functions and examples
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