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>, and Detrended Multiple cross-correlation coefficient (DMC), ZEBENDE & SILVA-FILHO (2018) <doi:10.1016/j.physa.2018.06.119>, both with sliding windows approach.

Version:	0.1.4
Imports:	stats, DCCA, PerformanceAnalytics, nonlinearTseries
Suggests:	xts, zoo, quantmod
Published:	2020-09-21
Author:	Everaldo Freitas Guedes [aut, cre], Ivan Costa da Cunha Lima [aut], Gilney Figueira Zebende [aut], Aloísio Machado Silva-Filho [aut]
Maintainer:	Everaldo Freitas Guedes <efgestatistico at gmail.com>
BugReports:	https://github.com/efguedes/SlidingWindows
License:	GPL-3
URL:	https://github.com/efguedes/SlidingWindows
NeedsCompilation:	no
CRAN checks:	SlidingWindows results

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