Multifractals

The Method of Moments applied to an IFS example

Generate, say, 10000 points by applying the IFS
T3(x, y) = (x/2, y/2) + (0, 1/2) T4(x, y) = (x/2, y/2) + (1/2, 1/2)
T1(x, y) = (x/2, y/2) T2(x, y) = (x/2, y/2) + (1/2, 0)
with the probabilities
p3 = 0.3p4 = 0.4
p1= 0.1p2 = 0.2
Here we apply the method of moments for planar data to compute the f(α) curve, taking {s1, s2, s3, s4} = {1/3, 1/4, 1/5, 1/6}, and q ranges from -22 to +20 in steps of 0.25.
The dots are the points computed from the data using the method of moments; the curve is calculated from the IFS parameters using
f(α) = q⋅α(q) + τ(q),with
α(q) = (p1qlog(p1) + ... + p4qlog(p4))/log(r)⋅(p1q + ... + p4q) when all ri = r.
τ(q) = -log(p1q + ... + p4q)/log(r) when all ri = r.

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