r-DFA : Robust Detrended Fluctuation Analysis

Robust Detrended Fluctuation Analysis

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This MATLAB package is used to perform Robust Detrended Fluctuation Analysis (herein referred to as r-DFA). r-DFA is a procedure that feeds the results of the regular DFA to a series of statistical models in order to:
- determine a robust estimate of the global scaling exponent using Robust Regression,
- and to determine crossovers that produce statistically significant scaling exponents using Piecewise Linear Regression (a modification of Guido Albertin’s – 2013 PLR.m), ANCOVA and Multiple Comparison Procedure.
CITING: Please cite the following paper when using this code:
Abrar Habib, James P.R. Sorensen, John P. Bloomfield, Katie Muchan, Andrew J. Newell, Adrian P. Butler, Temporal scaling phenomena in groundwater-floodplain systems using robust detrended fluctuation analysis, Journal of Hydrlogy (2017), 549, pp. 715-730

A comprehensive explanation is available in the ReadMe.txt and a detailed explanation is available in the aforementioned paper.

Citation pour cette source

Abrar Habib (2026). r-DFA : Robust Detrended Fluctuation Analysis (https://fr.mathworks.com/matlabcentral/fileexchange/60026-r-dfa-robust-detrended-fluctuation-analysis), MATLAB Central File Exchange. Extrait(e) le .

Remerciements

Inspiré par : piecewise.m, Piecewise linear least square fit

Catégories

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Informations générales

Compatibilité avec les versions de MATLAB

  • Compatible avec toutes les versions

Plateformes compatibles

  • Windows
  • macOS
  • Linux
Version Publié le Notes de version Action
1.2.0.0

Minor changes to description.

1.1.0.0

Notes for citation of the code have been added to the description.

1.0.0.0