nolds module

Nolds only consists of to single module called nolds which contains all relevant algorithms and helper functions.

Internally these functions are subdivided into different modules such as measures and datasets, but you should not need to import these modules directly unless you want access to some internal helper functions.

Algorithms

Lyapunov exponent (Rosenstein et al.)

Lyapunov exponent (Eckmann et al.)

Sample entropy

Hurst exponent

Correlation dimension

Detrended fluctuation analysis

Generalized Hurst Exponent (Barabási et al.)

Generalized Hurst Exponent (Di Matteo et al.)

Helper functions

Datasets

Benchmark dataset for hurst exponent

Tent map

Logistic map

Fractional brownian motion

Fractional gaussian noise

Quantum random numbers

Financial example datasets

Fractal data used by Barabasi et al. (1991)