A Fractal Time Series Modeling and Analysis Package

Stochastic fractal and deterministic chaotic time series analysis.

Fractal Time Series Analysis


Reference manual

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2.0-4 by William Constantine, a year ago

Browse source code at https://github.com/cran/fractal

Authors: William Constantine [cre, aut] , Donald Percival [aut]

Documentation:   PDF Manual  

Task views: Empirical Finance, Time Series Analysis

GPL-2 license

Imports sapa, wmtsa, MASS, methods, scatterplot3d

Depends on splus2R, ifultools

Suggests akima

Imported by analytics.

Depended on by ArfimaMLM, BootWPTOS.

See at CRAN