fathon (v1.3.1)

Current version is available for Linux (x86_64 and ARM64), macOS, 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 3.7+
  • numpy (>=1.20)
  • Cython

Installation

pip install fathon

Documentation for the Code