Exact methods for simulating fractional Brownian motion and fractional Gaussian noise in python
MATLAB Toolbox for estimating nonfractal connectivity and fractal connectivity
A C library to compute self-similar sequences and to estimate the Hurst parameter.
MATLAB program for Detrended Fluctuation Analysis (DFA)
A multifractal model of asset returns, inspired by the 1997 paper by Mandelbrot, Fisher, Calvet.
Fractional Gaussian noise generator implemented in C using GSL
Fractional Brownian Motion crate for Rust. An attempt to keep parity with the Python fpm module.
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