A pyhton package for detrended fluctuation analysis (DFA) and related algorithms.
Project description
fathon (v1.0)
Current version is available for Linux (64 bit) and macOS only.
Python package for detrended fluctuation analysis (DFA) and related algorithms.
fathon
provides four main algorithms, namely
DFA
(Detrended Fluctuation Analysis)MFDFA
(Multifractal Detrended Fluctuation Analysis)DCCA
(Detrended Cross-Correlation Analysis)HT
(Time-dependent Hurst exponent)
MFDFA
also provides methods for the mass exponent τ and the multifractal spectrum f(α).
DCCA
has methods for computing the cross-correlation coefficient ρ_DCCA and the corresponding confidence intervals.
Requirements
- Python 3.5+
- numpy (>=1.15)
- Cython
Installation
pip install fathon
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