A python package for detrended fluctuation analysis (DFA) and related algorithms.
Project description
fathon (v1.3.3)
Current version is available for Linux (x86_64 and ARM64), macOS (x86_64), and Windows (64bit).
Python package for detrended fluctuation analysis (DFA) and related algorithms.
fathon
provides five main algorithms, namely
DFA
(Detrended Fluctuation Analysis)MFDFA
(Multifractal Detrended Fluctuation Analysis)DCCA
(Detrended Cross-Correlation Analysis)MFDCCA
(Multifractal Detrended Cross-Correlation Analysis)HT
(Time-dependent Hurst exponent)
MFDFA
and MFDCCA
also provides methods for the mass exponent τ and the multifractal spectrum f(α).
DCCA
has methods to compute the cross-correlation coefficient ρ_DCCA and the corresponding confidence intervals.
Requirements
- Python 3.8+
- numpy (version >= 1.24.4 for Python < 3.12, version >= 1.26.2 for Python >= 3.12)
Installation
pip install fathon
Project details
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