| Name : R-mvDFA
| |
| Version : 0.0.4
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.6
| Date : 2024-06-27 12:39:32
|
| Group : Development/Libraries/Other
| Source RPM : R-mvDFA-0.0.4-lp153.1.6.src.rpm
|
| Size : 0.24 MB
| |
| Packager : (none)
| |
| Summary : 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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
