Singularity spectrum
The singularity spectrum is a function used in Multifractal analysis to describe the fractal dimension of a subset of points of a function belonging to a group of points that have the same Hölder exponent. Intuitively, the singularity spectrum gives a value for how "fractal" a set of points are in a function.
More formally, the singularity spectrum of a function,, is defined as:
Where is the function describing the Hölder exponent, of at the point. is the Hausdorff dimension of a point set.
