vse4ts-package {vse4ts} | R Documentation |
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.
Maintainer: Mengyang Zheng mengyang.zheng@outlook.com
Authors:
Hui Fu hui_fu@hotmail.com
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