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
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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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