rho_DCCA: Function used to calculate the DCCA coefficient

In zlfccnu/econophysics: Functions for econophysics

Description

Function used to calculate the DCCA coefficient

Usage

rho_DCCA(
  x,
  y,
  nVec = NULL,
  sampleNum = NULL,
  qVec,
  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
nVec	the time scale of the detrended operation
sampleNum	the number of sample
qVec	the fluctuation order
detrendOrder	the order of the polynomial fit
thread	number of the multithread
sampleMethod	1 means the determined sample number, other values means the nonoverlap method
lengthRatio	the ratio of largest detrending scale over the time series length

Value

the DCCA coefficient ranging from -1 to 1, a dataframe

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