Hello,
Does anyone know of an R implementation of diffusion entropy analysis (DEA)
as proposed by Scafetta dn Grigolini (2002)? I was unable to find any
existing functions, so I attempted to write up my own, but cannot reproduce
known results, so obviously I'm doing something wrong.
If there does not appear to be any existing script, I'll send along my
attempts for your critique. I'd also be happy for any leads on scripts
written in languages other than R.
Thanks very much in advance--
Andy Rominger
Scafetta N, and Grigolini P (2002) Scaling detection in time series:
Diffusion entropy analysis. Phys. Rev. E 66:1:10.
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