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.
- Python 3.7+
- numpy (>=1.20)
pip install fathon