A minimalistic and fast implementation of MFDFA in Python.

Main functions:

• compRMS - computes RMS for desired scales, returns 2D array of RMS for each scale, uncomputable elements contain "nan"
• fastRMS - computes RMS for desired scales, fast vectorized version, returns 2D array of RMS for each scale, uncomputable elements contain "nan"
• simpleRMS - computes RMS for desired scales, fast vectorized version, returns a list of RMS for each scale
• compFq - computes F

Helpers:

• rw - transforms timeseries (vector array) into a matrix of running windows without copying data
• rwalk - subtracts mean and return cumulative sum

Citation:

Jurica P. Multifractal analysis for all. Frontiers in Physiology. 2015;6:27. doi:10.3389/fphys.2015.00027.