Multivariate Detrended Fluctuation Analysis

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Documentation for package ‘mvDFA’ version 0.0.4

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

DFA	Analyze univariate time series and estimate long memory using Detrended Fluctuations Analysis (DFA; Peng et al., 1995)
mvDFA	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
print.DFA	print object of class DFA
print.mvDFA	print object of class mvDFA
simulate_cMTS	Approximate correlated time series with given Hurst Exponent
simulate_Lorenz_noise	Simulate the Lorenz System with noise
simulate_MTS_mixed_white_pink_brown	Approximate correlated time series from white, pink and brown noise from independent realization of normal variables