Multifractal Toolbox - Geriatrics - INM
Beyond 1/f fluctuation: Software
The first zip-file below contains Matlab codes for Step 3 and 4 in a methodological framework for multifractal analyses of time series. The second zip-file is an "Introduction to multifractal detrended fluctuation analysis (MFDFA) in Matlab":
The Matlab codes for the estimation of alpha-stable distriutions (Step 1) are found in the STABLE toolbox. The Matlab codes for the time-scale decompositions (Step 2) are found in the WMTSA-toolbox (MODWT), the wavelet coherence toolbox (CWT) and the EMD toolbox. NOTE: Several of the Matlab codes for estimation of the multifractal spectra are based on the time-scale decompositions within the toolboxes above.
The Matlab codes for the estimation of multifractal spectra H(q) and D(h) also include a help function with an example. These examples use multiplicative cascading noise with known multifractal properties. To run the examples the toolbox; Synthesis of infinite divisible cascades in 1D , must be downloaded and installed.
NOTE: The author takes no responsibility for the use and abuse of these Matlab codes. Publications using any of the scripts above should cite Ihlen & Vereijken (2010), Journal of Experimental Psychology: General. or Ihlen (2012), Frontiers in Physiology.
Contact:
Please contact Espen A. F. Ihlen for bugs within the scripts.
Project (from 2010 to 2013)
- PROGOLD project (pdf)