Multifractal Detrended Fluctuation Analysis in Python
Corrected spectral graphs. Added examples from the paper to the repository.
Already on PyPI, so pip install MFDFA
should do the job (or pip install MFDFA --upgrade
)
Adding a new file singspect.py
wherein all the usual scaling functions, e.g. generalised Hurst coefficients h(q), scaling exponents τ(q), and singularity spectrum f(α) and singularity strength α are included, as well as plotting functions.
Already on PyPI, so pip install MFDFA
should do the job.
Main updates are:
EMD
is now an extra feature, thus by standard only numpy
is needed for MFDFA
to work.This is the second release. We are now also live on PyPI. An Empirical Mode Decomposition method for detrending data is added, as well as a few minor extensions.
This is the first release of the MFDFA: Multifractal Detrended Fluctuation Analysis in Python. It is operational, flexible, accepts masked arrays (especially helpful with "bad" data), uses multi-threading, and performs fast.