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CDVI: Cuddy-Della Valle Index for Capturing the Instability in Time Series Data
Cuddy-Della valle index gives the degree of instability present in the data by accommodating the effect of a trend. The adjusted R squared value of the best fitted model is chosen. The index is obtained by multiplying the coefficient of variation with square root of one minus the adjusted R-squared value. This package has been developed using concept of Shankar et al. (2022)<doi:10.3389/fsufs.2023.1208898>.
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Package details |
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| Author | Dr. S. Vishnu Shankar [aut, cre], Dr. Ranjit Kumar Paul [aut], Dr. Md Yeasin [aut], Dr. Himadri Shekhar Roy [aut] |
| Maintainer | Dr. S. Vishnu Shankar <S.vishnushankar55@gmail.com> |
| License | GPL-3 |
| Version | 0.1.0 |
| Package repository | View on CRAN |
| Installation |
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