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python package for DFA (Detrended Fluctuation Analysis) and related algorithms

v1.3.3

6 months ago

New in this release:

  • fix divergent results when q approaches 0 (affects MFDFA-like algorithms)

v1.3.2

1 year ago

New in this release:

  • unbiased version of DFA, as described here

v1.3.1

2 years ago

New in this release:

  • faster algorithms

v1.3

3 years ago

New in this release:

  • MFDCCA algorithm
  • overlap option for DCCA, to allow using both overlapping and non-overlapping windows
  • OpenMP also for Windows

v1.2

3 years ago

New in this release:

  • Linux ARM64 wheels
  • Windows 64bit wheels
  • few adjustments to C extensions for Windows' C compiler compatibility

v1.1

3 years ago

New in this release:

  • save object state to binary file and reload it later

v1.0

3 years ago

New in this release:

  • wheels! :ferris_wheel::ferris_wheel:
  • no more pre-installing step of the GSL library :tada::tada:
  • window's sizes array must be now passed to all the methods
  • logBase option for methods that perform fits
  • verbose option
  • pre-computed hq0 can be now passed to the computeHT method

v0.1.2

4 years ago

Modules:

  • tsHelper: operations on time series (mean subtraction and cumulative sum)
  • DFA: detrended fluctuation analysis
  • MFDFA: multifractal detrended fluctuation analysis
  • DCCA: detrended cross-correlation analysis and detrended cross-correlation index
  • HT: time dependent Hurst exponent