A minimalistic and fast implementation of MFDFA in Python.
Main functions:
- compRMS - computes RMS for desired scales, returns 2D array of RMS for each scale, uncomputable elements contain "nan"
- fastRMS - computes RMS for desired scales, fast vectorized version, returns 2D array of RMS for each scale, uncomputable elements contain "nan"
- simpleRMS - computes RMS for desired scales, fast vectorized version, returns a list of RMS for each scale
- compFq - computes F
Helpers:
- rw - transforms timeseries (vector array) into a matrix of running windows without copying data
- rwalk - subtracts mean and return cumulative sum
Citation:
Jurica P. Multifractal analysis for all. Frontiers in Physiology. 2015;6:27. doi:10.3389/fphys.2015.00027.