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GMZTests (version 0.1.4)

Statistical Tests

Description

A collection of functions to perform statistical tests of the following methods: Detrended Fluctuation Analysis, RHODCCA coefficient,, DMC coefficient, SILVA-FILHO et al. (2021) , Delta RHODCCA coefficient, Guedes et al. (2018) and , Delta DMCA coefficient and Delta DMC coefficient.

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install.packages('GMZTests')

Monthly Downloads

44

Version

0.1.4

License

GPL-3

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Maintainer

Everaldo Freitas Guedes

Last Published

March 18th, 2021

Functions in GMZTests (0.1.4)

deltadmc.test

Statistical test for Delta DMC Multiple Detrended Cross-Correlation Coefficient
deltadmca.test

Statistical test for Statistical test for DMCA cross-correlation coefficient.
dmc.test

Statistical test for Multiple Detrended Cross-Correlation Coefficient
deltarhodcca.test

Statistical test for Statistical test for Delta RHODCCA cross-correlation coefficient.
dmca.test

Statistical test for DMCA cross-correlation coefficient.
rhodcca.test

Statistical test for detrended cross-correlation coefficient
dfa.test

Statistical test for Detrended Fluctuation Analysis.