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_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
simulate_cMTS           Approximate correlated time series with given
                        Hurst Exponent
