DCCA

Detrended Fluctuation and Detrended Cross-Correlation Analysis

Installation

About

A collection of functions to perform Detrended Fluctuation Analysis (DFA) and Detrended Cross-Correlation Analysis (DCCA). This package implements the results presented in Prass, T.S. and Pumi, G. (2019). "On the behavior of the DFA and DCCA in trend-stationary processes" .

Key Metrics

Version	0.1.1
R	≥ 3.5.0
Published	2020-01-01 1576 days ago
Needs compilation?	yes
License	GPL (≥ 3)
CRAN checks	DCCA results

Downloads

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Last 30 days	203 +12%
Last 90 days	544 -30%
Last 365 days	2.515 -14%

Maintainer

Taiane Schaedler Prass

taianeprass@gmail.com

Authors

Taiane Schaedler Prass	aut / cre
Guilherme Pumi	aut

Material

Reference manual
Package source

macOS

r-release	arm64
r-oldrel	arm64
r-release	x86_64
r-oldrel	x86_64

Windows

r-devel	x86_64
r-release	x86_64
r-oldrel	x86_64

Old Sources

DCCA archive

Depends

≥ 3.5.0

Imports

checkmate

Suggests

lattice

Reverse Imports

SlidingWindows