Detrended Fluctuation and Detrended Cross-Correlation Analysis

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" .


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("DCCA")

0.1.1 by Taiane Schaedler Prass, 7 years ago


Browse source code at https://github.com/cran/DCCA


Authors: Taiane Schaedler Prass [aut, cre] , Guilherme Pumi [aut]


Documentation:   PDF Manual  


GPL (>= 3) license


Imports checkmate

Suggests lattice


Imported by SlidingWindows.


See at CRAN