mvDFA 0.0.4
- make functions compatible with
R
versions <
4.1.
- streamline code.
- update descriptions, examples, and functionality of functions to
simulate multivariate time series with known long memory properties:
simulate_MTS_mixed_white_pink_brown
and
simulate_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 is
influenced by the scale of the time series by resulting in a weighting
of the individual Hurst Exponents.
mvDFA 0.0.2
- fix bugs and add eigen-value decomposition to simulation
procedures
mvDFA 0.0.1
- Initial commit of the mvDFA package with first working
functions