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

13 NOTE

Show all 13 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	NOTE	93.2s
r-devel-linux-x86_64-debian-gcc	NOTE	67.9s
r-devel-linux-x86_64-fedora-clang	NOTE	142.5s
r-devel-linux-x86_64-fedora-gcc	NOTE	182.4s
r-devel-windows-x86_64	NOTE	100s
r-oldrel-macos-arm64	NOTE
r-oldrel-macos-x86_64	NOTE	137s
r-oldrel-windows-x86_64	NOTE	129s
r-patched-linux-x86_64	NOTE	87.9s
r-release-linux-x86_64	NOTE
r-release-macos-arm64	NOTE	29s
r-release-macos-x86_64	NOTE	109s
r-release-windows-x86_64	NOTE	99s

Check details (13 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-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-oldrel-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-oldrel-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-oldrel-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 0 OK · 13 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 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-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'

NOTE r-oldrel-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-oldrel-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-oldrel-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'

ERROR 0 OK · 12 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 8, 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’

ERROR 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-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'

NOTE r-oldrel-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-oldrel-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-oldrel-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 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

Version History

1 tracked

new 0.0.4 Mar 10, 2026

R Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Jun 15, 2023. Releases before tracking aren’t shown.