MultifractalConfig

Struct MultifractalConfig 

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pub struct MultifractalConfig {
    pub moments: Vec<f64>,
    pub bootstrap_samples: usize,
    pub min_scale: usize,
    pub max_scale: Option<usize>,
    pub use_modwt: bool,
    pub confidence_level: f64,
    pub rng_seed: Option<u64>,
}
Expand description

Configuration for multifractal analysis

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§moments: Vec<f64>

Range of moments q for structure function computation Typically [-5, 5] with step 0.1

§bootstrap_samples: usize

Number of bootstrap samples for confidence intervals Set to 0 to disable bootstrap (faster but no confidence intervals)

§min_scale: usize

Minimum scale for analysis.

  • For MultifractalConfig::default (full spectrum), defaults to 2 to skip the noisiest finest scale in WLMF.
  • For MultifractalConfig::for_hurst_only, defaults to 1 to use all available scales in Hurst estimation.
§max_scale: Option<usize>

Maximum scale for analysis (defaults to log2(signal_length) - 1)

§use_modwt: bool

Use MODWT instead of DWT for shift-invariance

§confidence_level: f64

Confidence level for intervals (e.g., 0.95 for 95%)

§rng_seed: Option<u64>

Optional RNG seed for reproducible bootstrap sampling If None, uses thread_rng() for non-deterministic sampling Set to Some(seed) for reproducible results in testing/debugging

Implementations§

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impl MultifractalConfig

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pub fn for_hurst_only() -> Self

Create configuration for Hurst exponent estimation only

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pub fn with_moments(q_min: f64, q_max: f64, q_step: f64) -> Self

Create configuration with custom moment range

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pub fn with_bootstrap_samples(self, samples: usize) -> Self

Set bootstrap samples

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pub fn with_scale_range(self, min_scale: usize, max_scale: usize) -> Self

Set scale range

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pub fn with_modwt(self, use_modwt: bool) -> Self

Enable or disable MODWT

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pub fn with_rng_seed(self, seed: u64) -> Self

Set RNG seed for reproducible bootstrap sampling Useful for testing, debugging, and reproducible research

Trait Implementations§

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impl Clone for MultifractalConfig

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fn clone(&self) -> MultifractalConfig

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for MultifractalConfig

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl Default for MultifractalConfig

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fn default() -> Self

Returns the “default value” for a type. Read more

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