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" <arXiv:1910.10589>.

Getting started

Package details

AuthorTaiane Schaedler Prass [aut, cre] (<https://orcid.org/0000-0003-3136-909X>), Guilherme Pumi [aut] (<https://orcid.org/0000-0002-6256-3170>)
MaintainerTaiane Schaedler Prass <taianeprass@gmail.com>
LicenseGPL (>= 3)
Version0.1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("DCCA")

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DCCA documentation built on Jan. 1, 2020, 5:06 p.m.