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 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

Documentation:

Reference manual: SlidingWindows.html , 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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