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" <arXiv:1910.10589>.
| Version: | 0.1.1 |
| Depends: | R (≥ 3.5.0) |
| Imports: | checkmate |
| Suggests: | lattice |
| Published: | 2020-01-01 |
| Author: | Taiane Schaedler Prass
|
| Maintainer: | Taiane Schaedler Prass <taianeprass at gmail.com> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | yes |
| CRAN checks: | DCCA results |
| Reference manual: | DCCA.pdf |
| Package source: | DCCA_0.1.1.tar.gz |
| Windows binaries: | r-devel: DCCA_0.1.1.zip, r-release: DCCA_0.1.1.zip, r-oldrel: DCCA_0.1.1.zip |
| macOS binaries: | r-release: DCCA_0.1.1.tgz, r-oldrel: DCCA_0.1.1.tgz |
| Old sources: | DCCA archive |
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