- Change the indices of the outer sum of the correlationsum to i = 1 to N and adapt normalisations.
- Update
extremevaltheory_gpdfit_pvalues
to calculate further the NRMSE of the GPD fits. - Set default estimator to
:exp
for EVT. - Bugfixes in
extremevaltheory_gpdfit_pvalues
- Add Cramer Von Mises estimator for
extremevaltheory_gpdfit_pvalues
- new function
extremevaltheory_gpdfit_pvalues
that can help quantify the "goodness" of the results of the EVT dimension - new probability weighted moments estimator for GPD fit to data used in the EVT fractal dimensions
- added an interface based on the
slopefit
function, that allows estimating the "linear scaling region" using an extendable API. The methods methods subtypeSlopeFit
and extend_slopefit(x, y, t::SlopeFit, ci::Real)
. - Added returning confidence intervals for all slope fitting methods
- The function
linear_region
is now deprecated/not-documented in favor ofslopefit(x, y, LargestLinearRegion())
- Showing progress bars can be turned off module-wide by setting
ENV["FRACTALDIMENSIONS_PROGRESS"] = false
. - New, faster multithreaded implementation for
correlationsum
. - Generalized dimension is now also multithreaded and has a progress bar.
minimum_pairwise_distance
is now exported and also switches to a brute force search for high dimensional data.
- New function
pointwise_dimensions
.
- Added extreme value theory based estimators for local fractal dimension and persistence
- Massive performance boosts in correlation sum and box-assisted version
- Added and exported
prismdim_theiler
, and clarified documentation around prism dimension
Initial package release. Previously the code here was part of ChaosTools.jl.