[R] 'fractal' package

2017-11-16 Thread David Paul
https://rdrr.io/rforge/fractal/ https://cran.r-project.org/web/packages/fractal/fractal.pdf Hi, I am trying to learn about nonlinear time series, and fractal time series analysis in particular. I am interested in becoming proficient with the 'fractal' package. I have two specific que

[R] Fractal package - FDWhittle - Estimating the Hurst exponent

2014-08-06 Thread makedon1
Hello list, How would one estimate the Hurst exponent of a time series using the Whittle method in R? It looks like the Fractal package has a function called FDWhittle, but this outputs the "FD Parameter" of a time series and not the Hurst exponent. Any help would be greatly appreciated, as I am

Re: [R] fractal package

2012-07-30 Thread David Winsemius
On Jul 29, 2012, at 11:26 PM, mary Joy Regidor wrote: Greetings of Peace! I am new in R software. I want to use the correlation dimension corrDim in computing a map. I have installed the packages(fractal) in R. Now my problem is this, when I tried your example in the following site http:

[R] fractal package

2012-07-29 Thread mary Joy Regidor
Greetings of Peace! I am new in R software. I want to use the correlation dimension corrDim in computing a map. I have installed the packages(fractal) in R. Now my problem is this, when I tried your example in the following site http://rgm2.lab.nig.ac.jp/RGM2/func.php?rd_id=fractal:corrDim  > l

[R] Fractal Package - Hurst exponent

2009-10-30 Thread Ricardo Rios
Hi, everybody. My name is Ricardo and I'm doing doctorate at USP (Brazil). I have used a lot the package 'fractal', developed by William Constantine and Donald Percival, in my research. However, I have a doubt about the execution of RoverS function. I was reading an article (http://www.bearcave.c