fathon (v1.4.0)
Current version is available for Linux glibc and musl/Alpine (x86_64 and ARM64), macOS (x86_64 and ARM64), 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 3.9 through 3.14
numpy 2.x (>=2.0.0,<2.1.0 for Python 3.9, >=2.0.0 for Python 3.10-3.13, >=2.3.4 for Python 3.14)
Installation
pip install fathon