Movatterモバイル変換

mvDFA 0.0.4

• make functions compatible withR 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