Petrosian Fractal Dimension — petrosian

Estimates fractal dimension from the rate of sign changes in a time series' first difference (a fast proxy for signal irregularity). Ported from Lucas Franca's own mrpheus package (AASM staging feature pipeline), itself validated for exact parity against the antropy Python library; re-validated here directly against antropy 0.2.2 on synthetic test data (exact match). See inst/COPYRIGHTS.

Usage

petrosian_fd(x)

Arguments

x: Numeric vector. The time series to analyse.

Value

A length-1 numeric: the Petrosian fractal dimension.

References

Petrosian A. Kolmogorov complexity of finite sequences and recognition of different preictal EEG patterns. Proceedings of the Eighth IEEE Symposium on Computer-Based Medical Systems 1995:212-217.

Examples

set.seed(1)
petrosian_fd(rnorm(1000))
#> [1] 1.035499