Fractal Time Series Modeling and Analysis

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Documentation for package ‘fractal’ version 2.0-0

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as.list.stationarity Testing for stationarity in a time series
as.matrix.embedSeries Creates a delay embedding of a single variable time series
as.matrix.spaceTime Space time separation plot
beamchaos Chaotic beam data
chaoticInvariant Class for chaotic invariant objects
corrDim Correlation dimension
determinism Detecting determinism in a time series
DFA Detrended fluctuation analysis
dispersion Dispersion analysis
ecgrr Electrocardiogram R-R Interval Data
eda.plot Generic function for generating extended data analysis plots
eda.plot.chaoticInvariant Class for chaotic invariant objects
eda.plot.determinism Detecting determinism in a time series
eda.plot.embedSeries Creates a delay embedding of a single variable time series
eda.plot.fractalBlock Class constructor for block-dependent estimators for stochastic fractal time series
eda.plot.KDE Nonparametric multidimensional probability density function estimation
eda.plot.spaceTime Space time separation plot
eda.plot.surrogate Surrogate data generation
eegduke Electroencephalogram Recordings of a Seizure
embedSeries Creates a delay embedding of a single variable time series
FDSimulate Simulation of an FD process with time varying model parameters
FDWhittle Estimate the Hurst coefficient by Whittle's method
findNeighbors Nearest neighbor search in a multidimensional space
FNN Estimation of the proper embedding dimension for a single-variable time series
FNS Estimation of the proper embedding dimension for a single-variable time series
fractalBlock Class constructor for block-dependent estimators for stochastic fractal time series
HDEst Hurvich-Deo estimate of number of frequencies to use in a periodogram regression
henon Henon map
hurstACVF Estimate the Hurst coefficient by regression of scaled asinh plot of ACVF vs log(lag)
hurstBlock Hurst coefficient estimation in the time domain
hurstSpec Hurst coefficient estimation via spectral regression
infoDim Information dimension
KDE Nonparametric multidimensional probability density function estimation
lmACF ACF, PACF, and ACVF for various stochastic fractal time series models
lmConfidence Confidence intervals for unknown mean
lmConvert Stochastic fractal exponent conversion
lmModel Constructor function for objects of class "lmModel"
lmSDF SDF for various stochastic fractal time series models
lmSimulate Stochastic fractal time series simulation
localProjection Time series denoising via a local projection filtering technique
lorenz Chaotic response of the Lorenz system
lorenz.ode Lorenz system ODEs
lyapunov Local-Global Lyapunov Spectrum Estimation
medianFilter Median filtering of a time series
pd5si Gait stride intervals for a patient with Parkinson's Disease
plot.chaoticInvariant Class for chaotic invariant objects
plot.determinism Detecting determinism in a time series
plot.embedSeries Creates a delay embedding of a single variable time series
plot.FDSimulate Simulation of an FD process with time varying model parameters
plot.FNN Estimation of the proper embedding dimension for a single-variable time series
plot.fractalBlock Class constructor for block-dependent estimators for stochastic fractal time series
plot.KDE Nonparametric multidimensional probability density function estimation
plot.lyapunov Local-Global Lyapunov Spectrum Estimation
plot.spaceTime Space time separation plot
plot.surrogate Surrogate data generation
poincareMap Create a Poincare map
print.chaoticInvariant Class for chaotic invariant objects
print.determinism Detecting determinism in a time series
print.embedSeries Creates a delay embedding of a single variable time series
print.FDSimulate Simulation of an FD process with time varying model parameters
print.FNN Estimation of the proper embedding dimension for a single-variable time series
print.fractalBlock Class constructor for block-dependent estimators for stochastic fractal time series
print.KDE Nonparametric multidimensional probability density function estimation
print.lyapunov Local-Global Lyapunov Spectrum Estimation
print.spaceTime Space time separation plot
print.stationarity Testing for stationarity in a time series
print.summary.chaoticInvariant Class for chaotic invariant objects
print.summary.lyapunov Local-Global Lyapunov Spectrum Estimation
print.summary.stationarity Testing for stationarity in a time series
print.surrogate Surrogate data generation
RoverS Estimate the Hurst coefficient by rescaled range (R/S) method
spaceTime Space time separation plot
stationarity Testing for stationarity in a time series
summary.determinism Detecting determinism in a time series
summary.lyapunov Local-Global Lyapunov Spectrum Estimation
summary.stationarity Testing for stationarity in a time series
surrogate Surrogate data generation
timeLag Estimate the proper time lag for single variable delay embeddings
[.embedSeries Creates a delay embedding of a single variable time series