I work in multifractal analysis of processes and I make my spectrum simulations or p-exponents calculations with Matlab. Indeed, H. Wendt developed a toolbox on Matlab to make these simulations (https://www.irit.fr/~Herwig.Wendt/software.html).
But I have several problems:
I would like to create two codes to determine the multifractal spectrum in two different ways:
1. Compute the spectrum with Wavelet Leaders.
2. Compute the spectrum with WTMM (Wavelet transform modulus maxima).
In the thesis of H. Wendt (https://www.irit.fr/~Herwig.Wendt/data/ThesisWendt.pdf), these methods are explained in detail.
The aim for the moment is to create a code with Wavelet Leader and to run this code for sample processes: fBm (fractional Brownian motion), economic or images
I would like to have the experience of this community: Does such code exist? Are there any books? Your advice and remarks :).
PS : Sorry for my English ^^
I have write two programs for multifractal analysis of series, one with DFA method and another with Wavelet method, but not with WTMM or with Wavelet Leaders.
I hesitated to contact you
Thank you very much ^^
Please i need the Wavelets Package for Mathemetica 5.0
Who can help me?