R: Multivariate Detrended Fluctuation Analysis

# Multivariate Detrended Fluctuation Analysis

## Documentation for package ‘mvDFA’ version 0.0.4

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## 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