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] (<>), Ivan Costa da Cunha Lima [aut] (<>), Gilney Figueira Zebende [aut] (<>), Aloísio Machado Silva-Filho [aut] (<>)
MaintainerEveraldo Freitas Guedes <>
Package repositoryView on CRAN
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SlidingWindows documentation built on April 11, 2021, 9:07 a.m.