Struct MultifractalSpectrum

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pub struct MultifractalSpectrum {
    pub alpha: Vec<f64>,
    pub f_alpha: Vec<f64>,
    pub scaling_exponents: Vec<f64>,
    pub moments: Vec<f64>,
    pub alpha_min: f64,
    pub alpha_max: f64,
    pub spectrum_width: f64,
    pub hurst_exponent: f64,
    pub confidence_intervals: Option<Vec<(f64, f64)>>,
}

Expand description

Result of multifractal spectrum computation

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§alpha: Vec<f64>

Singularity exponents (Hölder exponents)

§f_alpha: Vec<f64>

Spectrum values f(α)

§scaling_exponents: Vec<f64>

Scaling exponents ζ(q) for each moment q

§moments: Vec<f64>

Moments q used in computation

§alpha_min: f64

Minimum singularity exponent

§alpha_max: f64

Maximum singularity exponent

§spectrum_width: f64

Spectrum width (α_max - α_min)

§hurst_exponent: f64

Hurst exponent (corresponds to q=2)

Estimated from the second-order scaling exponent ζ(2) using the relation H ≈ (ζ(2) + 1) / 2 for fGn/fBm-like processes.

§confidence_intervals: Option<Vec<(f64, f64)>>

Confidence intervals for spectrum (if bootstrap was used)

Implementations§

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impl MultifractalSpectrum

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pub fn is_multifractal(&self, threshold: f64) -> bool

Check if signal is multifractal (spectrum width > threshold)

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pub fn support(&self, threshold: f64) -> (f64, f64)

Get spectrum support (range of α values where f(α) > threshold)

Trait Implementations§

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impl Clone for MultifractalSpectrum

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fn clone(&self) -> MultifractalSpectrum

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 MultifractalSpectrum

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

Formats the value using the given formatter. Read more

Auto Trait Implementations§

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impl UnwindSafe for MultifractalSpectrum

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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