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'))

Peer review:

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:

8 exports 6.19 score 0 dependencies 128 mentions 22 scripts 397 downloads

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

TargetResultDate
Doc / VignettesOKSep 10 2024
R-4.5-winOKSep 10 2024
R-4.5-linuxOKSep 10 2024
R-4.4-winOKSep 10 2024
R-4.4-macOKSep 10 2024
R-4.3-winOKSep 10 2024
R-4.3-macOKSep 10 2024

Exports:AUCDCCADeltaDFADeltarhoDFAeuclideanrhoDCCAsecant

Dependencies: