dfa
dfa copied to clipboard
add detrendent cross-correlation analysis
eg from: https://www.sciencedirect.com/science/article/pii/S0378437113000332
Hey @dokato, on my own MFDFA code I was also planning to work on this (check issue 11). In case you are interested, I am happy to give this a go as a joint operation :).
Best, Leo
@LRydin good job with MFDFA. Sounds good. I gave it first try some time ago. Once I clean my code, can send you over.
Cool. I haven't dived yet too closely into the mathematics of the problem, but it seems like an interesting project for the future :). Cheers!