Pacote DCCA

Repository URL: 
https://cran.r-project.org/web/packages/DCCA/index.html

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" <arXiv:1910.10589>.

Referência:

Prass, TS, Pumi G.  2021.  On the behavior of the DFA and DCCA in trend-stationary processes. Journal of Multivariate Analysis. 182:104703.