DCCA: Detrended Fluctuation and Detrended Cross-Correlation Analysis
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" <doi:10.48550/arXiv.1910.10589>.
| Version: |
0.1.1 |
| Depends: |
R (≥ 3.5.0) |
| Imports: |
checkmate |
| Suggests: |
lattice |
| Published: |
2020-01-01 |
| DOI: |
10.32614/CRAN.package.DCCA |
| Author: |
Taiane Schaedler Prass
[aut, cre],
Guilherme Pumi
[aut] |
| Maintainer: |
Taiane Schaedler Prass <taianeprass at gmail.com> |
| License: |
GPL (≥ 3) |
| NeedsCompilation: |
yes |
| CRAN checks: |
DCCA results |
Documentation:
Downloads:
Reverse dependencies:
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