F_DCCA: Function used to calculate the DCCA fluctuation

In zlfccnu/econophysics: Functions for econophysics

Description

Function used to calculate the DCCA fluctuation

Usage

F_DCCA(
  x,
  y,
  nVec = NULL,
  sampleNum = NULL,
  qVec = c(-5:5),
  detrendOrder = 3,
  thread = 3,
  sampleMethod = 2,
  lengthRatio = 0.05
)

Arguments

x	a numeric vector which convert from a time series
y	a numeric vector which convert from a time series
n	the time scale of the detrended operation
q	the order of the multifractal

Value

the the DCCA fluctuation

zlfccnu/econophysics documentation built on Feb. 23, 2022, 10:22 p.m.