extracting holder exponents and singularity spectrum from signal in python

Question

Is there any way of computing the holder exponents and singularity spectrum of a signal using multifractal 1-D wavelet leader estimates?

Matlab has dwtleader: https://nl.mathworks.com/help/wavelet/ref/dwtleader.html#bvfgqrt

Is there any library or existing python implementation that does this similarly?

I have looked at PyWavelets, but I couldn't find anything suitable.

Answer 1

I think you can check this link. It implements wavelet based multifractal analysis of 1D signals. The code is based on the Wavelet p-Leader and Bootstrap based MultiFractal analysis (PLBMF) Matlab toolbox written by Patrice Abry, Herwig Wendt at all.

Another python package that implements Wavelet p-leader is MFAnalysis and the code is based on the same Matlab toolbox source of previous package.