NEWS.md

In mvDFA: Multivariate Detrended Fluctuation Analysis

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

mvDFA documentation built on July 9, 2023, 7:01 p.m.