Other packages > Find by keyword >

mvDFA  

Multivariate Detrended Fluctuation Analysis
View on CRAN: Click here


Download and install mvDFA package within the R console
Install from CRAN:
install.packages("mvDFA")

Install from Github:
library("remotes")
install_github("cran/mvDFA")

Install by package version:
library("remotes")
install_version("mvDFA", "0.0.4")



Attach the package and use:
library("mvDFA")
Maintained by
Julien Patrick Irmer
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-06-15
Latest Update: 2023-06-15
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), 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.
How to cite:
Julien Patrick Irmer (2023). mvDFA: Multivariate Detrended Fluctuation Analysis. R package version 0.0.4, https://cran.r-project.org/web/packages/mvDFA. Accessed 05 Jun. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited mvDFA R package
View mvDFA citation profile
Other R packages that mvDFA depends, imports, suggests or enhances
Complete documentation for mvDFA
Functions, R codes and Examples using the mvDFA R package
Some associated functions: DFA . mvDFA . print.DFA . print.mvDFA . simulate_Lorenz_noise . simulate_MTS_mixed_white_pink_brown . simulate_cMTS . 
Some associated R codes: DFA.R . mvDFA.R . print.DFA.R . print.mvDFA.R . simulate_Lorenz_noise.R . simulate_MTS.R . simulate_cMTS.R . zzz.R .  Full mvDFA package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
msm  
Multi-State Markov and Hidden Markov Models in Continuous Time
Functions for fitting continuous-time Markov and hidden Markov multi-state models to longitudinal d ...
Download / Learn more Package Citations See dependency  
crossurr  
Cross-Fitting for Doubly Robust Evaluation of High-Dimensional Surrogate Markers
Doubly robust methods for evaluating surrogate markers as outlined in: Agniel D, Hejblum BP, Thiebau ...
Download / Learn more Package Citations See dependency  
envirem  
Generation of ENVIREM Variables
Generation of bioclimatic rasters that are complementary to the typical 19 bioclim variables. ...
Download / Learn more Package Citations See dependency  
ibb  
R Wrapper for Istanbul Municipality Open Data Portal
Call wrappers for Istanbul Metropolitan Municipality's Open Data Portal (Turkish: Istanbul B ...
Download / Learn more Package Citations See dependency  

27,268

R Packages

233,548

Dependencies

72,590

Author Associations

27,205

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA