Package: SlidingWindows 0.2.0
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.
Authors:
SlidingWindows_0.2.0.tar.gz
SlidingWindows_0.2.0.zip(r-4.7)SlidingWindows_0.2.0.zip(r-4.6)SlidingWindows_0.2.0.zip(r-4.5)
SlidingWindows_0.2.0.tgz(r-4.6-any)SlidingWindows_0.2.0.tgz(r-4.5-any)
SlidingWindows_0.2.0.tar.gz(r-4.7-any)SlidingWindows_0.2.0.tar.gz(r-4.6-any)
SlidingWindows_0.2.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
SlidingWindows/json (API)
| # Install 'SlidingWindows' in R: |
| install.packages('SlidingWindows', repos = c('https://efguedes.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/efguedes/slidingwindows/issues
Last updated from:6a4bc5ba74. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 131 | ||
| source / vignettes | OK | 183 | ||
| linux-release-x86_64 | OK | 165 | ||
| macos-release-arm64 | OK | 171 | ||
| macos-oldrel-arm64 | OK | 143 | ||
| windows-devel | OK | 88 | ||
| windows-release | OK | 80 | ||
| windows-oldrel | OK | 96 | ||
| wasm-release | OK | 90 |
Exports:descritive.SlidingWindowsdfa.SlidingWindowsdmc.SlidingWindowsdmca.SlidingWindowsentropy.SlidingWindowsrhodcca.SlidingWindowsSlidingWindows
Dependencies:backportscheckmateclicurlDCCAjsonlitelatticelifecycleMatrixnonlinearTseriesPerformanceAnalyticsquadprogquantmodRcppRcppArmadillorlangTSEntropiestseriesTTRxtszoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Descritive statistics with sliding windows. | descritive.SlidingWindows |
| Detrended Fluctuation Analysis with sliding windows. | dfa.SlidingWindows |
| Detrended multiple cross-correlation coefficient with sliding windows. | dmc.SlidingWindows |
| DMCA coefficient with sliding windows. | dmca.SlidingWindows |
| Approximate entropy with sliding windows. | entropy.SlidingWindows |
| Detrended Cross-Correlation Coefficient with sliding windows. | rhodcca.SlidingWindows |
| Sliding Windows. | SlidingWindows |
