[aut, cre],
Ivan Costa da Cunha Lima
[aut],
Gilney Figueira Zebende
[aut],
Aloísio Machado Silva-Filho
[aut]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 Multiple Detrended cross-correlation coefficient (DMC), ZEBENDE & SILVA-FILHO (2018) <doi:10.1016/j.physa.2018.06.119>, both with sliding windows approach.
| Version: | 0.1.7 |
| Imports: | stats, DCCA, PerformanceAnalytics, nonlinearTseries, TSEntropies |
| Suggests: | xts, zoo, quantmod |
| Published: | 2020-11-01 |
| Author: | Everaldo Freitas Guedes
[aut, cre],
Ivan Costa da Cunha Lima
[aut],
Gilney Figueira Zebende
[aut],
Aloísio Machado Silva-Filho
[aut] |
| Maintainer: | Everaldo Freitas Guedes <efgestatistico at gmail.com> |
| BugReports: | https://github.com/efguedes/SlidingWindows |
| License: | GPL-3 |
| URL: | https://github.com/efguedes/SlidingWindows |
| NeedsCompilation: | no |
| CRAN checks: | SlidingWindows results |
| Reference manual: | SlidingWindows.pdf |
| Package source: | SlidingWindows_0.1.7.tar.gz |
| Windows binaries: | r-devel: SlidingWindows_0.1.7.zip, r-release: SlidingWindows_0.1.7.zip, r-oldrel: SlidingWindows_0.1.7.zip |
| macOS binaries: | r-release: SlidingWindows_0.1.7.tgz, r-oldrel: SlidingWindows_0.1.7.tgz |
| Old sources: | SlidingWindows archive |
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