A collection of functions to perform statistical tests of the following methods: Detrended Fluctuation Analysis, RHODCCA coefficient,<doi:10.1103/PhysRevE.84.066118>, DMC coefficient, SILVA-FILHO et al. (2021) <doi:10.1016/j.physa.2020.125285>, Delta RHODCCA coefficient, Guedes et al. (2018) <doi:10.1016/j.physa.2018.02.148> and <doi:10.1016/j.dib.2018.03.080> , Delta DMCA coefficient and Delta DMC coefficient.
Version: | 0.1.3 |
Imports: | stats, base, DCCA, PerformanceAnalytics, nonlinearTseries, fitdistrplus, fgpt, tseries |
Suggests: | xts, zoo, quantmod, fracdiff |
Published: | 2020-11-13 |
Author: | Everaldo Freitas Guedes
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Maintainer: | Everaldo Freitas Guedes <efgestatistico at gmail.com> |
BugReports: | https://github.com/efguedes/GMZTests |
License: | GPL-3 |
URL: | https://github.com/efguedes/GMZTests |
NeedsCompilation: | no |
CRAN checks: | GMZTests results |
Reference manual: | GMZTests.pdf |
Package source: | GMZTests_0.1.3.tar.gz |
Windows binaries: | r-devel: GMZTests_0.1.3.zip, r-release: GMZTests_0.1.3.zip, r-oldrel: GMZTests_0.1.3.zip |
macOS binaries: | r-release: GMZTests_0.1.3.tgz, r-oldrel: GMZTests_0.1.3.tgz |
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