# mvDFA

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.

This is just a beta version, so please report any bugs or issues.

## Install the package

`install.packages("mvDFA")`

## Install the
latest working version from GitHub

```
install.packages("devtools")
devtools::install_github("jpirmer/mvDFA", build_vignettes = T)
```

Use

`vignette("mvDFA")`

to be able to see the documentation.

### References

Peng, C. K., Havlin, S., Stanley, H. E., & Goldberger, A. L.
(1995). Quantification of scaling exponents and crossover phenomena in
nonstationary heartbeat time-series. Chaos, 5, 82–87. doi:10.1063/1.166141