A multifractal formalism for non-concave and non-increasing spectra: The leaders profile method

We present an implementation of a multifractal formalism based on the types of histogram of wavelet leaders. This method yields non-concave spectra and is not limited to their increasing part. We show both from the theoretical and from the applied points of view that this approach is more efficient than the wavelet-based multifractal formalisms previously introduced.