MFDFA Versions Save

Multifractal Detrended Fluctuation Analysis in Python

v0.4.2

1 year ago

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)

v0.4.1

2 years ago

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.

v0.4

3 years ago

Main updates are:

  • EMD is now an extra feature, thus by standard only numpy is needed for MFDFA to work.
  • A moving window feature is added.

v0.3

3 years ago

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.

v0.2

4 years ago

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.