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>, and Multiple Detrended cross-correlation coefficient (DMC), ZEBENDE & SILVA-FILHO (2018) <doi:10.1016/j.physa.2018.06.119>, both with sliding windows approach.

Version: 0.1.5
Imports: stats, DCCA, PerformanceAnalytics, nonlinearTseries, TSEntropies
Suggests: xts, zoo, quantmod
Published: 2020-10-29
Author: Everaldo Freitas Guedes ORCID iD [aut, cre], Ivan Costa da Cunha Lima ORCID iD [aut], Gilney Figueira Zebende ORCID iD [aut], Aloísio Machado Silva-Filho ORCID iD [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

Downloads:

Reference manual: SlidingWindows.pdf
Package source: SlidingWindows_0.1.5.tar.gz
Windows binaries: r-devel: SlidingWindows_0.1.4.zip, r-release: SlidingWindows_0.1.4.zip, r-oldrel: SlidingWindows_0.1.4.zip
macOS binaries: r-release: SlidingWindows_0.1.4.tgz, r-oldrel: SlidingWindows_0.1.4.tgz
Old sources: SlidingWindows archive

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