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Releases: stfbnc/fathon

v1.3.3

18 Nov 23:40
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New in this release:

  • fix divergent results when q approaches 0 (affects MFDFA-like algorithms)

v1.3.2

30 Oct 09:22
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New in this release:

  • unbiased version of DFA, as described here

v1.3.1

02 Jun 16:48
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New in this release:

  • faster algorithms

v1.3

12 Mar 20:09
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New in this release:

  • MFDCCA algorithm
  • overlap option for DCCA, to allow using both overlapping and non-overlapping windows
  • OpenMP also for Windows

v1.2

10 Jan 14:02
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New in this release:

  • Linux ARM64 wheels
  • Windows 64bit wheels
  • few adjustments to C extensions for Windows' C compiler compatibility

v1.1

24 Oct 12:53
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New in this release:

  • save object state to binary file and reload it later

v1.0

04 Aug 16:54
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New in this release:

  • wheels! 🎡🎡
  • no more pre-installing step of the GSL library 🎉🎉
  • window's sizes array must be now passed to all the methods
  • logBase option for methods that perform fits
  • verbose option
  • pre-computed hq0 can be now passed to the computeHT method

v0.1.2

08 Jan 21:27
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Modules:

  • tsHelper: operations on time series (mean subtraction and cumulative sum)
  • DFA: detrended fluctuation analysis
  • MFDFA: multifractal detrended fluctuation analysis
  • DCCA: detrended cross-correlation analysis and detrended cross-correlation index
  • HT: time dependent Hurst exponent