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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 tosimulate multivariate time series with known long memory properties:
simulate_MTS_mixed_white_pink_brown andsimulate_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 isinfluenced by the scale of the time series by resulting in a weightingof the individual Hurst Exponents.
mvDFA 0.0.2
- fix bugs and add eigen-value decomposition to simulationprocedures
mvDFA 0.0.1
- Initial commit of the mvDFA package with first workingfunctions
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