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CHANGELOG.md

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1.7.1

  • Change the indices of the outer sum of the correlationsum to i = 1 to N and adapt normalisations.

1.7

  • 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

1.6

  • 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

1.5

  • added an interface based on the slopefit function, that allows estimating the "linear scaling region" using an extendable API. The methods methods subtype SlopeFit 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 of slopefit(x, y, LargestLinearRegion())

1.4

  • 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.

1.3

  • New function pointwise_dimensions.

1.2

  • Added extreme value theory based estimators for local fractal dimension and persistence

1.1

  • Massive performance boosts in correlation sum and box-assisted version
  • Added and exported prismdim_theiler, and clarified documentation around prism dimension

1.0

Initial package release. Previously the code here was part of ChaosTools.jl.