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>.
| Version: | 1.0.0 |
| Imports: | stats |
| Suggests: | pracma |
| Published: | 2024-07-01 |
| DOI: | 10.32614/CRAN.package.vse4ts |
| Author: | Mengyang Zheng [aut, cre], Hui Fu [aut] |
| Maintainer: | Mengyang Zheng <mengyang.zheng at outlook.com> |
| BugReports: | https://github.com/z-my-cn/vse4ts/issues |
| License: | MIT + file LICENSE |
| URL: | https://z-my-cn.github.io/vse4ts/ |
| NeedsCompilation: | no |
| Citation: | vse4ts citation info |
| Materials: | README NEWS |
| CRAN checks: | vse4ts results |
| Reference manual: | vse4ts.pdf |
| Package source: | vse4ts_1.0.0.tar.gz |
| Windows binaries: | r-devel: vse4ts_1.0.0.zip, r-release: vse4ts_1.0.0.zip, r-oldrel: vse4ts_1.0.0.zip |
| macOS binaries: | r-release (arm64): vse4ts_1.0.0.tgz, r-oldrel (arm64): vse4ts_1.0.0.tgz, r-release (x86_64): vse4ts_1.0.0.tgz, r-oldrel (x86_64): vse4ts_1.0.0.tgz |
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