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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>.

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VersionRepositoryFileSize
1.0.0 rolling linux/jammy R-4.5 vse4ts_1.0.0.tar.gz 24.8 KiB
1.0.0 rolling linux/noble R-4.5 vse4ts_1.0.0.tar.gz 24.8 KiB
1.0.0 rolling source/ R- vse4ts_1.0.0.tar.gz 5.6 KiB
1.0.0 latest linux/jammy R-4.5 vse4ts_1.0.0.tar.gz 24.8 KiB
1.0.0 latest linux/noble R-4.5 vse4ts_1.0.0.tar.gz 24.8 KiB
1.0.0 latest source/ R- vse4ts_1.0.0.tar.gz 5.6 KiB
1.0.0 2026-04-26 source/ R- vse4ts_1.0.0.tar.gz 5.6 KiB
1.0.0 2026-04-23 source/ R- vse4ts_1.0.0.tar.gz 5.6 KiB
1.0.0 2026-04-09 windows/windows R-4.5 vse4ts_1.0.0.zip 28.0 KiB
1.0.0 2025-04-20 source/ R- vse4ts_1.0.0.tar.gz 5.6 KiB

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