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mvDFA 0.0.4
- make functions compatible with
R
versions <
4.1.
- streamline code.
- update descriptions, examples, and functionality of functions to
simulate multivariate time series with known long memory properties:
simulate_MTS_mixed_white_pink_brown
and
simulate_cMTS
.
- Add notes for interpretability
mvDFA 0.0.3
- Handle <= 0 or Inf values in log10-log10 regression.
- Address issue in warning that total variance Hurst Exponent is
influenced by the scale of the time series by resulting in a weighting
of the individual Hurst Exponents.
mvDFA 0.0.2
- fix bugs and add eigen-value decomposition to simulation
procedures
mvDFA 0.0.1
- Initial commit of the mvDFA package with first working
functions
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.