Notes for MFDFA R library

MFDFA_Tuto.R

## MFDFA package installation: from github ####
install.packages("devtools")
devtools::install_github("mlaib/MFDFA")
library(MFDFA)
#####
a<-0.9
N<-1024
tsx<-MFsim(N,a)
scale=10:100
q<--10:10
m<-1

mfdfa<-MFDFA(tsx, scale, m, q)
## Results plot ####
dev.new()
par(mai=rep(1, 4))
plot(q, mfdfa$Hq, col=1, axes= F, ylab=expression('h'[q]), pch=16, cex.lab=1.8,
     cex.axis=1.8, main="Hurst exponent",
     ylim=c(min(mfdfa$Hq),max(mfdfa$Hq)))
grid(col="midnightblue")
axis(1)
axis(2)