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
DOI:	10.32614/CRAN.package.SlidingWindows
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:

Reference manual:

SlidingWindows.pdf

Downloads:

Package source:	SlidingWindows_0.2.0.tar.gz
Windows binaries:	r-devel: SlidingWindows_0.2.0.zip, r-release: SlidingWindows_0.2.0.zip, r-oldrel: SlidingWindows_0.2.0.zip
macOS binaries:	r-release (arm64): SlidingWindows_0.2.0.tgz, r-oldrel (arm64): SlidingWindows_0.2.0.tgz, r-release (x86_64): SlidingWindows_0.2.0.tgz, r-oldrel (x86_64): SlidingWindows_0.2.0.tgz
Old sources:	SlidingWindows archive

Linking:

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