vse4ts: Identify Memory Patterns in Time Series Using Variance Scale Exponent

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

Documentation:

Reference manual: vse4ts.pdf

Downloads:

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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