fractalBlock {fractal} | R Documentation

## Class constructor for block-dependent estimators for stochastic fractal time series

### Description

Class constructor for `fractalBlock`.

### Usage

    fractalBlock(domain,estimator, exponent, exponent.name,
        scale, stat, stat.name, detrend, overlap,
        data.name, sum.order, series, logfit, sdf=NULL)

### Arguments

`domain` | character string defining the domain in which the calculations took place, e.g., in the time or frequency domain.
`estimator` | character string briefly describing the estimator.
`exponent` | numerical value representing the scaling exponent.
`exponent.name` | character string defining the name of the scaling exponent.
`scale` | numeric vector containing the scales used in the analysis.
`stat` | numeric vector containing the statistic calculated in the analysis.
`stat.name` | character vector describing the name for the calculated statistic.
`detrend` | character string describing any series detrending used as a preprocessive measure. `NULL` values are allowed and signify no detrending.
`overlap` | numeric value on [0,1] defining the fraction of overlap used in adjacent blocks of data during the aggregation process.
`data.name` | character string defining the name of the input series.
`sum.order` | integer representing the sum order.
`series` | a numeric vector containing the input series.
`logfit` | a linear regression model (such as that output by `lm`, `lmsreg`, or `ltsreg`) containing the regression model of the `log(scale)` versus `log(stat)` data.
`sdf` | spectral density function. Default: `NULL`.

### S3 METHODS

eda.plot
  extended data analyis plot of the data. Available options are:
  cex
    character expansion ala `par`. Default: 1.
  col
    line color index ala `par`. Default: 2.
plot
  plots a summary of the results. Available options are:
  pch
    plot character ala `par`. Default: 18.
  col
    color index ala `par` for a plot of the data. the first two elements are used to color the data and the regression line, respectively. Default: `c(1,8)`.
  lty
    line types (ala `par`) for the data and regression line plot, respectively. Default: `c(1,1)`.
  grid
    list of grid objects whose default values are `grid=list(lty=2, col=16, density=3), key=TRUE, add=FALSE, cex=1, ...)`.
  ...
    Additional plot arguments (set internally by the `par` function).
print
  prints the object. Available options are:
  justify
    text justification ala `prettPrintList`. Default: `"left"`.
  sep
    header separator ala `prettyPrintList`. Default: `":"`.
  n.digits
    number of digits ala `prettyPrintList`. Default: 5.
  ...
    Additional print arguments sent directly to the `prettyPrintList` function).

### See Also

`hurstBlock`, `DFA`.

### Examples

    ## construct a fractalBlock object
    xvar <- 2^(1:10)
    yvar <- 0.3^(1:10)
    z <- fractalBlock(domain="time", estimator="estimator", exponent=pi, exponent.name="PI",
        scale=xvar, stat=yvar, stat.name="My Stat",
        detrend=NULL, overlap=0.2, data.name="My Series",
        sum.order=-1, series=rnorm(2^10),
        logfit=lm(y ~ x, data=data.frame(x=log(xvar), y=log(yvar))))

    ## print the result
    print(z)

    ## plot the result
    plot(z)

[Package fractal version 1.0-1 Index]