Package: mvDFA
Type: Package
Title: Multivariate Detrended Fluctuation Analysis
Description: This R package provides an implementation of multivariate
        extensions of a well-known fractal analysis technique,
        Detrended Fluctuations Analysis (DFA; Peng et al.,
        1995<doi:10.1063/1.166141>), for multivariate time series:
        multivariate DFA (mvDFA). Several coefficients are implemented
        that take into account the correlation structure of the
        multivariate time series to varying degrees. These coefficients
        may be used to analyze long memory and changes in the dynamic
        structure that would by univariate DFA. Therefore, this R
        package aims to extend and complement the original univariate
        DFA (Peng et al., 1995) for estimating the scaling properties
        of nonstationary time series.
Version: 0.0.4
Authors@R: c(person("Julien Patrick", "Irmer", email = "jirmer@psych.uni-frankfurt.de",
                    comment = c(ORCID = "0000-0002-7544-6483"),
                    role = c("aut", "cre", "cph")),
             person("Sebastian", "Wallot",
                    role = c("aut", "ctb")))
Author: Julien Patrick Irmer [aut, cre, cph]
        (<https://orcid.org/0000-0002-7544-6483>), Sebastian Wallot
        [aut, ctb]
Maintainer: Julien Patrick Irmer <jirmer@psych.uni-frankfurt.de>
URL: https://github.com/jpirmer/mvDFA
BugReports: https://github.com/jpirmer/mvDFA/issues
License: GPL-3
Imports: longmemo, stats, pbapply, deSolve, RobPer, mvtnorm, pracma
Encoding: UTF-8
RoxygenNote: 7.2.3
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
Repository: https://jpirmer.r-universe.dev
Date/Publication: 2023-06-15 07:09:04 UTC
RemoteUrl: https://github.com/jpirmer/mvdfa
RemoteRef: HEAD
RemoteSha: 00e19fa6d8d34840e81a4c67c39ba6f34dba4d7d
NeedsCompilation: no
Packaged: 2026-10-10 17:18:07 UTC; root
Depends: R (>= 4.1.0)