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  "Title": "Multivariate Detrended Fluctuation Analysis",
  "Description": "This R package provides an implementation of multivariate\nextensions of a well-known fractal analysis technique,\nDetrended Fluctuations Analysis (DFA; Peng et al.,\n1995<doi:10.1063/1.166141>), for multivariate time series:\nmultivariate DFA (mvDFA). Several coefficients are implemented\nthat take into account the correlation structure of the\nmultivariate time series to varying degrees. These coefficients\nmay be used to analyze long memory and changes in the dynamic\nstructure that would by univariate DFA. Therefore, this R\npackage aims to extend and complement the original univariate\nDFA (Peng et al., 1995) for estimating the scaling properties\nof nonstationary time series.",
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  "Authors@R": "c(person(\"Julien Patrick\", \"Irmer\", email = \"jirmer@psych.uni-frankfurt.de\",\ncomment = c(ORCID = \"0000-0002-7544-6483\"),\nrole = c(\"aut\", \"cre\", \"cph\")),\nperson(\"Sebastian\", \"Wallot\",\nrole = c(\"aut\", \"ctb\")))",
  "Author": "Julien Patrick Irmer [aut, cre, cph]\n(<https://orcid.org/0000-0002-7544-6483>), Sebastian Wallot\n[aut, ctb]",
  "Maintainer": "Julien Patrick Irmer <jirmer@psych.uni-frankfurt.de>",
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      "page": "DFA",
      "title": "Analyze univariate time series and estimate long memory using Detrended Fluctuations Analysis (DFA; Peng et al., 1995)",
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        "DFA"
      ]
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      "page": "mvDFA",
      "title": "Analyze multivariate correlated time series and estimate long memory by the extension of the using univariate Detrended Fluctuations Analysis (DFA; Peng et al., 1995) to multivariate time series: mvDFA",
      "topics": [
        "mvDFA"
      ]
    },
    {
      "page": "print.DFA",
      "title": "print object of class DFA",
      "topics": [
        "print.DFA"
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      "page": "print.mvDFA",
      "title": "print object of class mvDFA",
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    },
    {
      "page": "simulate_MTS_mixed_white_pink_brown",
      "title": "Approximate correlated time series from white, pink and brown noise from independent realization of normal variables",
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        "Install the latest working version from GitHub",
        "Test functions for approximated correlated Time Series with different Hurst Exponent",
        "Simulate correlated time series",
        "Estimate multivariate extensions of Hurst exponent for correlated time series",
        "References"
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      "modified": "2023-06-15 07:09:04",
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