dispersion              package:fractal              R Documentation

_D_i_s_p_e_r_s_i_o_n _a_n_a_l_y_s_i_s

_D_e_s_c_r_i_p_t_i_o_n:

     Dispersion analysis measures the standard deviation of aggregated
     means of a time series taken over logarithmically distributed
     scales. Dispersion analysis is designed for the analysis of
     fractional Gaussian noise and should not be used for analyzing
     fractional Brownian motion.

_U_s_a_g_e:

     dispersion(x, front=FALSE)

_A_r_g_u_m_e_n_t_s:

       x: a numeric vector or 'signalSeries' object containing a
          uniformly sampled real-valued time series.

   front: a logical value. If 'TRUE', the aggregation is started from
          the beginning of the time series so that the first points
          will be included in the result. Otherwise, the aggregation is
          shifted to include the end of the series. Default: 'FALSE'.

_V_a_l_u_e:

     a list containing the scale and dispersion analysis statistic
     vectors.

_R_e_f_e_r_e_n_c_e_s:

     Bassingthwaighte, J. B., and G. M. Raymond. _Evaluation of the
     dispersional analysis method for fractal time series_, Annals
     Biomedical Engineering, *23*, 491-505, 1995.

_S_e_e _A_l_s_o:

     'DFA', 'RoverS'.

_E_x_a_m_p_l_e_s:

     set.seed(100)
     z <- dispersion(rnorm(1024))
     plot(log(z$scale),log(z$sd))

