Package: DFA 0.9.0

DFA: Detrended Fluctuation Analysis

Contains the Detrended Fluctuation Analysis (DFA), Detrended Cross-Correlation Analysis (DCCA), Detrended Cross-Correlation Coefficient (rhoDCCA), Delta Amplitude Detrended Cross-Correlation Coefficient (DeltarhoDCCA), log amplitude Detrended Fluctuation Analysis (DeltalogDFA), two DFA automatic methods for identification of crossover points and a Deltalog automatic method for identification of reference channels.

Authors:Victor Barreto Mesquita[aut,cre],Paulo Canas Rodrigues[ctb], Florencio Mendes Oliveira Filho[ctb]

DFA_0.9.0.tar.gz
DFA_0.9.0.zip(r-4.7-any)DFA_0.9.0.zip(r-4.6-any)DFA_0.9.0.zip(r-4.5-any)
DFA_0.9.0.tgz(r-4.6-any)DFA_0.9.0.tgz(r-4.5-any)
DFA_0.9.0.tar.gz(r-4.7-any)DFA_0.9.0.tar.gz(r-4.6-any)
DFA_0.9.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
DFA/json (API)

# Install 'DFA' in R:
install.packages('DFA', repos = c('https://victormesquita40.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/victormesquita40/dfa/issues

Datasets:
  • EEGsignal - A single DFA dataframe with the decimal log fluctuation curve.
  • IXIC2008 - Time series referring to the adjusted closing price of the NASDAQ Composite (^IXIC) during the United States bear market of 2007-2009
  • lrcorrelation - Data frame with log fluctuation channel curve simulated following an ARFIMA process
  • LSE.L2008 - Time series referring to the adjusted closing price of the London Stock Exchange Group plc (LSE.L) during the period which the United States faced the bear market of 2007-2009.
  • NYA2008 - Time series referring to the adjusted closing price of the NYSE COMPOSITE (^NYA) during the United States bear market of 2007-2009
  • SSEC2008 - Time series referring to the adjusted closing price of the SSE Composite Index (^SSEC) during the period which the United States faced the bear market of 2007-2009.

On CRAN:

Conda:

4.11 score 26 scripts 279 downloads 128 mentions 8 exports 0 dependencies

Last updated from:30fd384281. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK149
source / vignettesOK165
linux-releaseOK158
macos-releaseOK137
macos-oldrelOK170
windows-develOK61
windows-releaseOK74
windows-oldrelOK60
wasm-releaseOK85

Exports:AUCDCCADeltaDFADeltarhoDFAeuclideanrhoDCCAsecant

Dependencies: