Detrended Fluctuation and Detrended Cross-Correlation Analysis


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Documentation for package ‘DCCA’ version 0.1.1

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covF2dfa Autocovariance function of the detrended variance
covFdcca Autocovariance function of the detrended cross-covariance
EF2dfa Expected value of the detrended variance
EFdcca Expected value of the detrended cross-covariance
F2dfa Detrended Variance
Fdcca Detrended Cross-covariance
Jn Matrix J
Kkronm The product of Kronecker Product of some Arrays
Km Matrix K
Pm Projection Matrix P
Qm Projection Matrix Q
rhodcca Detrended Cross-correlation coefficient
rhoE The limit value of the detrended cross-covariance