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vse4ts  

Identify Memory Patterns in Time Series Using Variance Scale Exponent
View on CRAN: Click here


Download and install vse4ts package within the R console
Install from CRAN:
install.packages("vse4ts")

Install from Github:
library("remotes")
install_github("cran/vse4ts")

Install by package version:
library("remotes")
install_version("vse4ts", "1.0.0")



Attach the package and use:
library("vse4ts")
Maintained by
Mengyang Zheng
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-07-01
Latest Update: 2024-07-01
Description:
Methods for calculating the variance scale exponent to identify memory patterns in time series data. Includes tests for white noise, short memory, and long memory. See Fu, H. et al. (2018) <doi:10.1016/j.physa.2018.06.092>.
How to cite:
Mengyang Zheng (2024). vse4ts: Identify Memory Patterns in Time Series Using Variance Scale Exponent. R package version 1.0.0, https://cran.r-project.org/web/packages/vse4ts. Accessed 12 Nov. 2024.
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