A pyhton package for detrended fluctuation analysis (DFA) and related algorithms.

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Project description

fathon (v1.3.2)

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 3.7+
numpy (>=1.20)

Installation

pip install fathon

Project details

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Project links

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Release history Release notifications | RSS feed

1.3.3.post1

Nov 18, 2023

This version

1.3.2

Oct 30, 2022

1.3.1

Jun 2, 2021

1.3

Mar 12, 2021

1.2

Jan 10, 2021

1.1

Oct 24, 2020

1.0

Aug 4, 2020

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