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DCCA  

Detrended Fluctuation and Detrended Cross-Correlation Analysis
View on CRAN: Click here


Download and install DCCA package within the R console
Install from CRAN:
install.packages("DCCA")

Install from Github:
library("remotes")
install_github("cran/DCCA")

Install by package version:
library("remotes")
install_version("DCCA", "0.1.1")



Attach the package and use:
library("DCCA")
Maintained by
Taiane Schaedler Prass
[Scholar Profile | Author Map]
First Published: 2019-12-16
Latest Update: 2020-01-01
Description:
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" .
How to cite:
Taiane Schaedler Prass (2019). DCCA: Detrended Fluctuation and Detrended Cross-Correlation Analysis. R package version 0.1.1, https://cran.r-project.org/web/packages/DCCA. Accessed 07 May. 2025.
Previous versions and publish date:
0.1.0 (2019-12-16 22:20)
Other packages that cited DCCA R package
View DCCA citation profile
Other R packages that DCCA depends, imports, suggests or enhances
Complete documentation for DCCA
Functions, R codes and Examples using the DCCA R package
Some associated functions: CovF2dfa . CovFdcca . EF2dfa . EFdcca . F2dfa . Fdcca . Jn . Kkronm . Km . Pm . Qm . rhoE . rhodcca . 
Some associated R codes: code.R .  Full DCCA package functions and examples
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