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) |