R: Simulation and Statistical Analysis of Multifractional Processes

# Simulation and Statistical Analysis of Multifractional Processes

## Documentation for package ‘Rmfrac’ version 1.0.0

- DESCRIPTION file
- Package README

## Help Pages

Rmfrac-package | Rmfrac: Simulation and analysis of multifractional processes
Bbridge | Simulation of Brownian bridge
Bm | Simulation of Brownian motion
cov_GHBMP | Covariance of Gaussian Haar-based multifractional processes
cross_mean | Mean time between crossings
cross_rate | Crossing rate
cross_T | Estimated crossing times
est_cov | Empirical covariance function
exc_Area | Excursion area
FBbridge | Simulation of fractional Brownian bridge
FBm | Simulation of fractional Brownian motion
FGn | Simulation of fractional Gaussian noise
GHBMP | Simulation of Gaussian Haar-based multifractional processes
hclust_hurst | Hierarchical clustering
Hurst | Statistical estimation of the Hurst function
H_LFD | Creates objects of class 'H_LFD'
kmeans_hurst | K-means clustering
LFD | Estimation of the local fractal dimension
long_streak | Longest increasing/decreasing streak
mean_streak | Mean time span of increasing/decreasing streaks
plot.hc_hurst | Plot smoothed Hurst functions in each cluster with cluster centers
plot.H_LFD | Plot the estimated Hurst functions and local fractal dimension estimates for objects of class 'H_LFD'
plot.k_hurst | Plot smoothed Hurst functions in each cluster with cluster centers
plot.mp | Plot Gaussian Haar-based multifractional processes with their theoretical and estimated Hurst functions and local fractal dimension
plot_tsest | Plot the estimated Hurst functions and local fractal dimension estimates for a user provided time series
print.hc_hurst | Print method for "hc_hurst" class objects
print.k_hurst | Print method for "k_hurst" class objects
Rmfrac | Rmfrac: Simulation and analysis of multifractional processes
RS_Index | Relative strength index
shinyapp_sim | Shiny app to visualise and analyse processes
sojourn | Estimated sojourn measure
X_max | Estimated maximum of a time series
X_min | Estimated minimum of a time series