DCCA
Detrended Fluctuation and Detrended Cross-Correlation Analysis
A collection of functions to perform Detrended Fluctuation Analysis (DFA) and Detrended Cross-Correlation Analysis (DCCA). This package implements the results presented in Prass, T.S. and Pumi, G. (2019). "On the behavior of the DFA and DCCA in trend-stationary processes" <arXiv:1910.10589>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.1 |
2026-04-09 windows/windows R-4.5 | DCCA_0.1.1.zip |
333.0 KiB |