SlidingWindows: Methods for Time Series Analysis

A collection of functions to perform Detrended Fluctuation Analysis (DFA exponent), GUEDES et al. (2019) <doi:10.1016/j.physa.2019.04.132> , Detrended cross-correlation coefficient (RHODCCA), GUEDES & ZEBENDE (2019) <doi:10.1016/j.physa.2019.121286>, DMCA cross-correlation coefficient and Detrended multiple cross-correlation coefficient (DMC), GUEDES & SILVA-FILHO & ZEBENDE (2018) <doi:10.1016/j.physa.2021.125990>, both with sliding windows approach.

Getting started

Package details

AuthorEveraldo Freitas Guedes [aut, cre] (<https://orcid.org/0000-0002-2986-7367>), Ivan Costa da Cunha Lima [aut] (<https://orcid.org/0000-0002-4525-2346>), Gilney Figueira Zebende [aut] (<https://orcid.org/0000-0003-2420-9805>), Aloísio Machado Silva-Filho [aut] (<https://orcid.org/0000-0001-8250-1527>)
MaintainerEveraldo Freitas Guedes <efgestatistico@gmail.com>
LicenseGPL-3
Version0.2.0
URL https://github.com/efguedes/SlidingWindows
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("SlidingWindows")

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SlidingWindows documentation built on April 11, 2021, 9:07 a.m.