Detrended Fluctuation Analysis


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Documentation for package ‘DFA’ version 1.0.0

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ABI Activity balance index (ABI)
AUC Area Under the Curve
DCCA Detrended Cross-Correlation Analysis (DCCA)
DeltaDFA log-amplitude Detrended Fluctuation Analysis (DeltaDFA)
Deltarho Delta Amplitude Detrended Cross-Correlation Coefficient (DeltarhoDCCA)
DFA Detrended Fluctuation Analysis (DFA)
DFA_aux Detrended Fluctuation Analysis Auxiliary function
EEGsignal A single DFA dataframe with the decimal log fluctuation curve.
euclidean euclidean method for detection of crossover points
IXIC2008 Time series referring to the adjusted closing price of the NASDAQ Composite (^IXIC) during the United States bear market of 2007-2009
lrcorrelation data frame with log fluctuation channel curve simulated following an ARFIMA process
LSE.L2008 Time series referring to the adjusted closing price of the London Stock Exchange Group plc (LSE.L) during the period which the United States faced the bear market of 2007-2009.
NYA2008 Time series referring to the adjusted closing price of the NYSE COMPOSITE (^NYA) during the United States bear market of 2007-2009
rhoDCCA Detrended Cross-Correlation Coefficient (rhoDCCA)
secant secant method for detection of crossover points
SSEC2008 Time series referring to the adjusted closing price of the SSE Composite Index (^SSEC) during the period which the United States faced the bear market of 2007-2009.
SSP Self-similarity parameter (SSP)