CRAN/E | SlidingWindows

SlidingWindows

Methods for Time Series Analysis

Installation

About

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.

github.com/efguedes/SlidingWindows
Bug report File report

Key Metrics

Version 0.2.0
Published 2021-04-11 1112 days ago
Needs compilation? no
License GPL-3
CRAN checks SlidingWindows results

Downloads

Yesterday 11 0%
Last 7 days 53 +8%
Last 30 days 157 -16%
Last 90 days 498 -28%
Last 365 days 2.275 -6%

Maintainer

Maintainer

Everaldo Freitas Guedes

efgestatistico@gmail.com

Authors

Everaldo Freitas Guedes

aut / cre

Ivan Costa da Cunha Lima

aut

Gilney Figueira Zebende

aut

Aloísio Machado Silva-Filho

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

SlidingWindows archive

Imports

stats
DCCA
PerformanceAnalytics
nonlinearTseries
TSEntropies

Suggests

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