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mvDFA

Multivariate Detrended Fluctuation Analysis

v0.0.4 · Jun 15, 2023 · GPL-3

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<doi:10.1063/1.166141>), 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.

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CRAN Check Status

11 NOTE
3 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang NOTE
r-devel-linux-x86_64-debian-gcc NOTE
r-devel-linux-x86_64-fedora-clang NOTE
r-devel-linux-x86_64-fedora-gcc NOTE
r-devel-macos-arm64 NOTE
r-devel-windows-x86_64 NOTE
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 NOTE
r-release-linux-x86_64 NOTE
r-release-macos-arm64 NOTE
r-release-macos-x86_64 NOTE
r-release-windows-x86_64 NOTE
Check details (11 non-OK)
NOTE r-devel-linux-x86_64-debian-clang

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘DFA.R’ ‘mvDFA.R’ ‘simulate_Lorenz_noise.R’
NOTE r-devel-linux-x86_64-debian-gcc

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘DFA.R’ ‘mvDFA.R’ ‘simulate_Lorenz_noise.R’
NOTE r-devel-linux-x86_64-fedora-clang

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘DFA.R’ ‘mvDFA.R’ ‘simulate_Lorenz_noise.R’
NOTE r-devel-linux-x86_64-fedora-gcc

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘DFA.R’ ‘mvDFA.R’ ‘simulate_Lorenz_noise.R’
NOTE r-devel-macos-arm64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘DFA.R’ ‘mvDFA.R’ ‘simulate_Lorenz_noise.R’
NOTE r-devel-windows-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'DFA.R' 'mvDFA.R' 'simulate_Lorenz_noise.R'
NOTE r-patched-linux-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘DFA.R’ ‘mvDFA.R’ ‘simulate_Lorenz_noise.R’
NOTE r-release-linux-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘DFA.R’ ‘mvDFA.R’ ‘simulate_Lorenz_noise.R’
NOTE r-release-macos-arm64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘DFA.R’ ‘mvDFA.R’ ‘simulate_Lorenz_noise.R’
NOTE r-release-macos-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘DFA.R’ ‘mvDFA.R’ ‘simulate_Lorenz_noise.R’
NOTE r-release-windows-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'DFA.R' 'mvDFA.R' 'simulate_Lorenz_noise.R'

Check History

NOTE 3 OK · 11 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘DFA.R’ ‘mvDFA.R’ ‘simulate_Lorenz_noise.R’
NOTE r-devel-linux-x86_64-debian-gcc

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘DFA.R’ ‘mvDFA.R’ ‘simulate_Lorenz_noise.R’
NOTE r-devel-linux-x86_64-fedora-clang

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘DFA.R’ ‘mvDFA.R’ ‘simulate_Lorenz_noise.R’
NOTE r-devel-linux-x86_64-fedora-gcc

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘DFA.R’ ‘mvDFA.R’ ‘simulate_Lorenz_noise.R’
NOTE r-devel-macos-arm64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘DFA.R’ ‘mvDFA.R’ ‘simulate_Lorenz_noise.R’
NOTE r-devel-windows-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'DFA.R' 'mvDFA.R' 'simulate_Lorenz_noise.R'
NOTE r-patched-linux-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘DFA.R’ ‘mvDFA.R’ ‘simulate_Lorenz_noise.R’
NOTE r-release-linux-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘DFA.R’ ‘mvDFA.R’ ‘simulate_Lorenz_noise.R’
NOTE r-release-macos-arm64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘DFA.R’ ‘mvDFA.R’ ‘simulate_Lorenz_noise.R’
NOTE r-release-macos-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘DFA.R’ ‘mvDFA.R’ ‘simulate_Lorenz_noise.R’
NOTE r-release-windows-x86_64

DESCRIPTION meta-information

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'DFA.R' 'mvDFA.R' 'simulate_Lorenz_noise.R'

Dependency Network

Dependencies Reverse dependencies longmemo pbapply deSolve RobPer mvtnorm pracma mvDFA

Version History

new 0.0.4 Mar 10, 2026