Realization of MFDFA method
This realization allow to calculate mono- and multifractal characteristics, like Hurst exponent, fractal dimension D, set of generalized Hurst exponent h(q) and singularity spectrum.
You can find full description of method in this work: Kantelhardt J.W. [et al.]. Multifractal detrended fluctuation analysis of nonstationary time series. // Physica A. 2002. V. 316. P. 87-114.