Multifractal DFA Spectrum — plot

Two panels from mfdfa: the generalized Hurst exponent h(q) against q (flat = monofractal, decreasing = multifractal, with h(2) marked) and the singularity spectrum f(alpha) (the arch whose width measures multifractality). Returns a ggplot object and never errors.

Usage

plot_mfdfa(counts, q_values = seq(-5, 5, by = 0.5), detrend_order = 1L)

Arguments

counts: Numeric activity vector.
q_values: Moment orders to evaluate (default seq(-5, 5, by = 0.5)).
detrend_order: Within-window polynomial detrend order (default 1).

Value

A ggplot object.

References

Kantelhardt JW, Zschiegner SA, Koscielny-Bunde E, Havlin S, Bunde A, Stanley HE (2002). “Multifractal detrended fluctuation analysis of nonstationary time series.” Physica A: Statistical Mechanics and its Applications, 316(1-4), 87–114. doi:10.1016/S0378-4371(02)01383-3 .

Examples

# \donttest{
set.seed(1)
plot_mfdfa(cumsum(rnorm(8000)))

# }