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8 public repositories
matching this topic...
Exact methods for simulating fractional Brownian motion and fractional Gaussian noise in python
Updated
May 8, 2021
Python
MATLAB Toolbox for estimating nonfractal connectivity and fractal connectivity
Updated
Nov 2, 2018
MATLAB
A C library to compute self-similar sequences and to estimate the Hurst parameter.
A multifractal model of asset returns, inspired by the 1997 paper by Mandelbrot, Fisher, Calvet.
Updated
Mar 31, 2021
Rust
MATLAB program for Detrended Fluctuation Analysis (DFA)
Updated
Jan 24, 2018
MATLAB
Fractional Gaussian noise generator implemented in C using GSL
Updated
Feb 12, 2019
MATLAB
Fractional Brownian Motion crate for Rust. An attempt to keep parity with the Python fpm module.
Updated
Oct 19, 2020
Rust
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