Package: vse4ts 1.0.0
Mengyang Zheng
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>.
Authors:
vse4ts_1.0.0.tar.gz
vse4ts_1.0.0.tar.gz(r-4.5-noble)vse4ts_1.0.0.tar.gz(r-4.4-noble)
vse4ts_1.0.0.tgz(r-4.4-emscripten)vse4ts_1.0.0.tgz(r-4.3-emscripten)
vse4ts.pdf |vse4ts.html✨
vse4ts/json (API)
NEWS
| # Installvse4ts in R: |
| install.packages('vse4ts',repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/z-my-cn/vse4ts/issues
Last updated 4 days agofrom:29abf26fa9
Exports:SLmemory.testvseWnoise.test
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Testing Long Memory in Time Series | SLmemory.test |
| Calculate the Variance Scale Exponent of a Time Series | vse |
| Testing White Noise in Time Series | Wnoise.test |
