Relative Roughness

Relative Rougness is a ratio of local variance (autocovariance at lag-1) to global variance (autocovariance at lag-0) that can be used to classify different 'noises'.

Usage

fd_RR(y)

Arguments

y

A numeric vector.

Value

The Relative Roughness of y, the values of local and global variance are returned as attributes

Details

$$RR = 2 * \left[1 - \frac{\gamma(y)}{Var(y)}\right]$$

References

• Marmelat, V., Torre, K., & Delignieres, D. (2012). Relative roughness: an index for testing the suitability of the monofractal model. Frontiers in Physiology, 3, 208.

See also

Other Fluctuation Analyses: fd_allan(), fd_dfa(), fd_mfdfa(), fd_psd(), fd_sda(), fd_sev()