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Author:

• Benjamin Audit
  EMBL Outstation - Hinxton, European Bioinformatics Institute,
  Wellcome Trust Genome Campus, Hinxton,
  Cambridge, CB10 1SD,
  United Kingdom

Description

Package allowing to compute the different quantities involved in the Wavelet Transform Modulus Maxima method for computing the singular spectrum using multifractal formalism.

Examples

• Let's run the Demo DemoWTMM1DCantor
• Let's run the Demo DemoWTMM1DBrownian

Let's run the Demo DemoWTMM1DCantor
This demo computes the tau(q) function of a cantor set. The output of the demo is

Let's run the Demo DemoWTMM1DBrownian
This demo computes the singularity spectrum of a Brownian motion using 10 realizations. The output of this demo is