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 ORCID iD [aut, cre], Guilherme Pumi ORCID iD [aut]
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 (arm64): DCCA_0.1.1.tgz, r-oldrel (arm64): DCCA_0.1.1.tgz, r-release (x86_64): DCCA_0.1.1.tgz, r-oldrel (x86_64): DCCA_0.1.1.tgz
Old sources: DCCA archive

Reverse dependencies:

Reverse imports: SlidingWindows


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