Description Usage Arguments Details Value References Examples
This function performs the statistical test for Detrending moving-average cross-correlation coefficient based in White Gaussian Noise process.
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N |
An integer value for the time series length. |
k |
An integer value indicating the boundary of the division (N/k). The smallest value of k is 4. |
m |
an integer value or a vector of integer values indicating the size of the window for the polinomial fit. |
rep |
An integer value indicating the number of repetitions. |
This function include following measures: timescale and cross-correlation yx.
An list containing "timescale","mean", "sd" and confidence interval: "CI_0.90", "CI_0.95", "CI_0.99".
B. Podobnik, Z.-Q. Jiang, W.-X. Zhou, H. E. Stanley, Statistical tests for power-law cross-correlated processes, Phys. Rev.,E 84, 066118, 2011.
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