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-4.5)DFA_0.9.0.zip(r-4.4)DFA_0.9.0.zip(r-4.3)
DFA_0.9.0.tgz(r-4.4-any)DFA_0.9.0.tgz(r-4.3-any)
DFA_0.9.0.tar.gz(r-4.5-noble)DFA_0.9.0.tar.gz(r-4.4-noble)
DFA_0.9.0.tgz(r-4.4-emscripten)DFA_0.9.0.tgz(r-4.3-emscripten)
DFA.pdf |DFA.html✨
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
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.
lrcorrelation - Data frame with log fluctuation channel curve simulated following an ARFIMA process

On CRAN:

4.04 score 22 scripts 287 downloads 128 mentions 8 exports 0 dependencies

Last updated 10 months agofrom:30fd384281. Checks:OK: 7. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Nov 09 2024
R-4.5-win	OK	Nov 09 2024
R-4.5-linux	OK	Nov 09 2024
R-4.4-win	OK	Nov 09 2024
R-4.4-mac	OK	Nov 09 2024
R-4.3-win	OK	Nov 09 2024
R-4.3-mac	OK	Nov 09 2024

Exports:AUC DCCA DeltaDFA Deltarho DFA euclidean rhoDCCA secant

Dependencies:

Help page	Topics
Area Under the Curve	AUC
Detrended Cross-Correlation Analysis (DCCA)	DCCA
log-amplitude Detrended Fluctuation Analysis (DeltaDFA)	DeltaDFA
Delta Amplitude Detrended Cross-Correlation Coefficient (DeltarhoDCCA)	Deltarho
Detrended Fluctuation Analysis (DFA)	DFA
A single DFA dataframe with the decimal log fluctuation curve.	EEGsignal
euclidean method for detection of crossover points	euclidean
Time series referring to the adjusted closing price of the NASDAQ Composite (^IXIC) during the United States bear market of 2007-2009	IXIC2008
data frame with log fluctuation channel curve simulated following an ARFIMA process	lrcorrelation
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.	LSE.L2008
Time series referring to the adjusted closing price of the NYSE COMPOSITE (^NYA) during the United States bear market of 2007-2009	NYA2008
Detrended Cross-Correlation Coefficient (rhoDCCA)	rhoDCCA
secant method for detection of crossover points	secant
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.	SSEC2008

Package: DFA 0.9.0

DFA: Detrended Fluctuation Analysis

Citation

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Readme and manuals

Help Manual

Usage by other packages (reverse dependencies)