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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.
| Version: |
0.2.0 |
| Imports: |
stats, DCCA, PerformanceAnalytics, nonlinearTseries, TSEntropies |
| Suggests: |
xts, zoo, quantmod |
| Published: |
2021-04-11 |
| Author: |
Everaldo Freitas Guedes
 [aut, cre],
Ivan Costa da Cunha Lima
[aut],
Gilney Figueira Zebende
[aut],
Aloísio Machado Silva-Filho
[aut] |
| Maintainer: |
Everaldo Freitas Guedes <efgestatistico at gmail.com> |
| BugReports: |
https://github.com/efguedes/SlidingWindows |
| License: |
GPL-3 |
| URL: |
https://github.com/efguedes/SlidingWindows |
| NeedsCompilation: |
no |
| CRAN checks: |
SlidingWindows results |
Documentation:
Downloads:
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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