Cuddy-Della Valle Index for Capturing the Instability in Time Series Data
Overview
Cuddy-Della valle index gives the degree of instability present in the data by accommodating the effect of a trend. The adjusted R squared value of the best fitted model is chosen. The index is obtained by multiplying the coefficient of variation with square root of one minus the adjusted R-squared value. This package has been developed using concept of Shankar et al. (2022)doi:10.3389/fsufs.2023.1208898.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 1
- Examples that run
- 100%1 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- not tracked
- Return-value docs
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- Help pages citing references
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Dependencies
Installing CDVI adds no packages beyond those that come with R.
Code & Tests
People & History
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 0.1.0Latest2024-04-04 · current release
- RR 4.3.0 released · 2023-04-21
Package metadata
- First published
- 2024-04-04
- Total releases
- 1 / 2 yrs
- License
- GPL-3 OSI
- Download size
- 2.2 KB
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