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SlidingWindows (version 0.2.0)

Methods for Time Series Analysis

Description

A collection of functions to perform Detrended Fluctuation Analysis (DFA exponent), GUEDES et al. (2019) , Detrended cross-correlation coefficient (RHODCCA), GUEDES & ZEBENDE (2019) , DMCA cross-correlation coefficient and Detrended multiple cross-correlation coefficient (DMC), GUEDES & SILVA-FILHO & ZEBENDE (2018) , both with sliding windows approach.

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Install

install.packages('SlidingWindows')

Monthly Downloads

197

Version

0.2.0

License

GPL-3

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Repository

https://github.com/efguedes/SlidingWindows

Maintainer

Everaldo Freitas Guedes

Last Published

April 11th, 2021

Functions in SlidingWindows (0.2.0)

dfa.SlidingWindows

Detrended Fluctuation Analysis with sliding windows.

dmca.SlidingWindows

DMCA coefficient with sliding windows.

Sliding Windows.

descritive.SlidingWindows

Descritive statistics with sliding windows.

rhodcca.SlidingWindows

Detrended Cross-Correlation Coefficient with sliding windows.

dmc.SlidingWindows

Detrended multiple cross-correlation coefficient with sliding windows.

entropy.SlidingWindows

Approximate entropy with sliding windows.