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:Everaldo Freitas Guedes [aut, cre], Ivan Costa da Cunha Lima [aut], Gilney Figueira Zebende [aut], Aloísio Machado Silva-Filho [aut]

SlidingWindows_0.2.0.tar.gz
SlidingWindows_0.2.0.zip(r-4.5)SlidingWindows_0.2.0.zip(r-4.4)SlidingWindows_0.2.0.zip(r-4.3)
SlidingWindows_0.2.0.tgz(r-4.4-any)SlidingWindows_0.2.0.tgz(r-4.3-any)
SlidingWindows_0.2.0.tar.gz(r-4.5-noble)SlidingWindows_0.2.0.tar.gz(r-4.4-noble)
SlidingWindows_0.2.0.tgz(r-4.4-emscripten)SlidingWindows_0.2.0.tgz(r-4.3-emscripten)
SlidingWindows.pdf |SlidingWindows.html✨
SlidingWindows/json (API)

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

Peer review:

Bug tracker:https://github.com/efguedes/slidingwindows/issues

On CRAN:

1.00 score 149 downloads 7 exports 22 dependencies

Last updated 4 years agofrom:6a4bc5ba74. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 31 2024
R-4.5-winOKOct 31 2024
R-4.5-linuxOKOct 31 2024
R-4.4-winOKOct 31 2024
R-4.4-macOKOct 31 2024
R-4.3-winOKOct 31 2024
R-4.3-macOKOct 31 2024

Exports:descritive.SlidingWindowsdfa.SlidingWindowsdmc.SlidingWindowsdmca.SlidingWindowsentropy.SlidingWindowsrhodcca.SlidingWindowsSlidingWindows

Dependencies:backportscheckmateclicurlDCCAgluejsonlitelatticelifecycleMatrixnonlinearTseriesPerformanceAnalyticsquadprogquantmodRcppRcppArmadillorlangTSEntropiestseriesTTRxtszoo