fathon (v1.3.3)

Current version is available for Linux (x86_64 and ARM64), macOS (x86_64), and Windows (64bit).

Python package for detrended fluctuation analysis (DFA) and related algorithms. fathon provides five main algorithms, namely

  • DFA (Detrended Fluctuation Analysis)

  • MFDFA (Multifractal Detrended Fluctuation Analysis)

  • DCCA (Detrended Cross-Correlation Analysis)

  • MFDCCA (Multifractal Detrended Cross-Correlation Analysis)

  • HT (Time-dependent Hurst exponent)

MFDFA and MFDCCA also provides methods for the mass exponent τ and the multifractal spectrum f(α).

DCCA has methods to compute the cross-correlation coefficient ρ_DCCA and the corresponding confidence intervals.

Requirements

  • Python 3.8+

  • numpy (version >= 1.24.4 for Python < 3.12, version >= 1.26.2 for Python >= 3.12)

Installation

pip install fathon

Documentation for the Code