fractalBlock {fractal}R Documentation

Class constructor for block-dependent estimators for stochastic fractal time series

Description

Class constructor for fractalBlock.

Usage

fractalBlock(domain,estimator, exponent, exponent.name,
    scale, stat, stat.name, detrend, overlap,
    data.name, sum.order, series, logfit, sdf=NULL)

Arguments

domain character string defining the domain in which the calculations took place, e.g., in the time or frequency domain.
estimator character string briefly describing the estimator.
exponent numerical value representing the scaling exponent.
exponent.name character string defining the name of the scaling exponent.
scale numeric vector containing the scales used in the analysis.
stat numeric vector containing the statistic calculated in the analysis.
stat.name character vector describing the name for the calculated statistic.
detrend character string describing any series detrending used as a preprocessive measure. NULL values are allowed and signify no detrending.
overlap numeric value on [0,1] defining the fraction of overlap used in adjacent blocks of data during the aggregation process.
data.name character string defining the name of the input series.
sum.order integer representing the sum order.
series a numeric vector containing the input series.
logfit a linear regression model (such as that output by lm, lmsreg, or ltsreg) containing the regression model of the log(scale) versus log(stat) data.
sdf spectral density function. Default: NULL.

S3 METHODS

eda.plot
extended data analyis plot of the data. Available options are:
cex
character expansion ala par. Default: 1.
col
line color index ala par. Default: 2.
plot
plots a summary of the results. Available options are:
pch
plot character ala par. Default: 18.
col
color index ala par for a plot of the data. the first two elements are used to color the data and the regression line, respectively. Default: c(1,8).
lty
line types (ala par) for the data and regression line plot, respectively. Default: c(1,1).
grid
list of grid objects whose default values are grid=list(lty=2, col=16, density=3), key=TRUE, add=FALSE, cex=1, ...).
...
Additional plot arguments (set internally by the par function).
print
prints the object. Available options are:
justify
text justification ala prettPrintList. Default: "left".
sep
header separator ala prettyPrintList. Default: ":".
n.digits
number of digits ala prettyPrintList. Default: 5.
...
Additional print arguments sent directly to the prettyPrintList function).

See Also

hurstBlock, DFA.

Examples

## construct a fractalBlock object 
xvar <- 2^(1:10)
yvar <- 0.3^(1:10)
z <- fractalBlock(domain="time", estimator="estimator", exponent=pi, exponent.name="PI",
    scale=xvar, stat=yvar, stat.name="My Stat",
    detrend=NULL, overlap=0.2, data.name="My Series",
    sum.order=-1, series=rnorm(2^10),
    logfit=lm(y ~ x, data=data.frame(x=log(xvar), y=log(yvar))))

## print the result 
print(z)

## plot the result 
plot(z)

[Package fractal version 1.0-2 Index]