This package implements wavelet based multifractal analysis of 1D signals.
Implemented features:
- Computation of (1D) multiresolution quantities: wavelet coefficients, wavelet-leaders and p-leaders
- Computation of structure functions, cumulants and log-cumulants.
- Estimation of the multifractal spectrum.
- Bivariate multifractal analysis.
- Bootstrap-derived confidence intervals and automated scaling range selection.
- Outlier detection.
The initial implementation of the code in this package was based on the Wavelet p-Leader and Bootstrap based MultiFractal analysis (PLBMF) Matlab toolbox written by Patrice Abry, Herwig Wendt and colleagues. For a thorough introduction to multifractal analysis, you may access H. Wendt's PhD thesis available in his website.
There are two ways to install this package: either by using a package manager to install the package only, which will make the code only usable as an import, or by cloning the repository first, and then installing the package which will make it editable
wget https://raw.githubusercontent.com/neurospin/pymultifracs/master/env.yml
conda env update -f env.yml --name $ENVNAME
pip install git+https://github.com/neurospin/pymultifracs
git clone https://github.com/neurospin/pymultifracs
pip install -e pymultifracs
For examples to get started, look into the example/ folder