fractalBlock             package:fractal             R Documentation

_C_l_a_s_s _c_o_n_s_t_r_u_c_t_o_r _f_o_r _b_l_o_c_k-_d_e_p_e_n_d_e_n_t _e_s_t_i_m_a_t_o_r_s _f_o_r _s_t_o_c_h_a_s_t_i_c _f_r_a_c_t_a_l _t_i_m_e _s_e_r_i_e_s

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

     Class constructor for 'fractalBlock'.

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

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

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

  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'.

_S_3 _M_E_T_H_O_D_S:


     _e_d_a._p_l_o_t extended data analyis plot of the data. Available options
          are:

          _c_e_x character expansion ala 'par'. Default: 1.

          _c_o_l line color index ala 'par'. Default: 2. .in -5


          _p_l_o_t plots a summary of the results. Available options are:

               _p_c_h plot character ala 'par'. Default: 18.

               _c_o_l 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)'.

               _l_t_y line types (ala 'par') for the data and regression
                    line plot, respectively. Default: 'c(1,1)'.

               _g_r_i_d 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). .in -5


               _p_r_i_n_t prints the object. Available options are:

                    _j_u_s_t_i_f_y text justification ala 'prettPrintList'.
                         Default: '"left"'.

                    _s_e_p header separator ala 'prettyPrintList'.
                         Default: '":"'.

                    _n._d_i_g_i_t_s number of digits ala 'prettyPrintList'.
                         Default: 5.

                    ... Additional print arguments sent directly to the
                         'prettyPrintList' function). .in -5


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

     'hurstBlock', 'DFA'.

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

     ## 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)

