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Has anyone already coded the Wavelet Transform Modulus Maxima (WTMM) method for computing the singular spectrum using multi fractal formalism in Mathematica?

The goal is to analyse 1D, 2D and 3D data. See, e.g., LastWave (a signal processing oriented command language) and MATLAB (see wavelab).

I've added links to two papers discussing the WTMM method and algorithms:

  1. Singularity spectrum of fractal signals from wavelet analysis: Exact results
  2. Determination of the Hurst exponent by use of wavelet transforms
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  • $\begingroup$ Thanks Doc; this ought to be useful to potential answerers… $\endgroup$ – J. M. is away Jun 30 '15 at 9:01

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