Description Usage Arguments Value
ARMA based MFDCCA analysis
1 2 3 4 5 6 7 8 9 10 11 | F_ARq_DCCA(
x,
y,
nVec = NULL,
sampleNum = NULL,
qVec = c(-5:5),
thread = 3,
detrendMethod = "AR",
sampleMethod = 2,
lengthRatio = 0.05
)
|
x |
a numeric vector which convert from a time series |
y |
a numeric vector which convert from a time series |
nVec |
the time scale of the detrended operation |
sampleNum |
the number of sample |
qVec |
the order of the multifractal |
thread |
the multithread number |
detrendMethod |
the detrending polynomial order |
sampleMethod |
1 means the determined sample number, other values means the nonoverlap method |
lengthRatio |
detremine how long is the largest scale |
the the sqrt DCCA fluctuation
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