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
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 (14 non-OK)
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’
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’
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’
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’
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’
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'
*
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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’
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’
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’
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’
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 9, 2026
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’
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’
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’
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’
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’
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'
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’
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’
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’
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’
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'