SlidingWindows

Methods for Time Series Analysis

CRAN Package

A collection of functions to perform Detrended Fluctuation Analysis (DFA exponent), GUEDES et al. (2019) doi:10.1016/j.physa.2019.04.132, Detrended cross-correlation coefficient (RHODCCA), GUEDES & ZEBENDE (2019) doi:10.1016/j.physa.2019.121286, DMCA cross-correlation coefficient and Detrended multiple cross-correlation coefficient (DMC), GUEDES & SILVA-FILHO & ZEBENDE (2018) doi:10.1016/j.physa.2021.125990, both with sliding windows approach.

  • Version0.2.0
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?No
  • Last release04/11/2021

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