Calculate FD using Sevcik's method

Calculate FD using Sevcik's method

fd_sev(
  y,
  detrend = FALSE,
  adjustSumOrder = FALSE,
  smallNapprox = FALSE,
  doPlot = FALSE,
  returnPlot = FALSE,
  returnPLAW = FALSE,
  returnInfo = FALSE,
  silent = FALSE,
  noTitle = FALSE,
  tsName = "y"
)

Arguments

y

A time series or numeric vector

detrend

Subtract linear trend from the series (default = TRUE).

adjustSumOrder

Adjust the time series (summation or differencing), based on the global scaling exponent, see e.g. https://www.frontiersin.org/files/Articles/23948/fphys-03-00141-r2/image_m/fphys-03-00141-t001.jpgIhlen (2012) (default = TRUE)

smallNapprox

Force use of small sample approximation (default for N < 128)

doPlot

Return the log-log scale versus fluctuation plot with linear fit (default = TRUE).

returnPlot

Return ggplot2 object (default = FALSE)

returnPLAW

Return the power law data (default = FALSE)

returnInfo

Return all the data used in DFA (default = FALSE)

silent

Silent-ish mode

noTitle

Do not generate a title (only the subtitle)

tsName

Name of y added as a subtitle to the plot

Value

An FD estimate

References

Sevcik, C. (1998). A procedure to Estimate the Fractal Dimension of Waveforms. Paper available at http://arxiv.org/pdf/1003.5266.pdf

See also

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

Author

Fred Hasselman