This is a collection of Julia scripts for multifractal analysis of time series. At the moment toolbox has implementations of the following methods:
- Multifractal detrended fluctuation analysis (MFDFA)
- Chhabra-Jensen method
I am planning to add more methods in the future:
- Multifractal detrended cross-correlation analysis (MFDCCA)
- WTMM
To install the toolbox, run the following command in Julia's REPL:
julia> include("multi_fractals.jl")
A jupyter notebook with examples of using the toolbox is available in the examples folder.