Methods for Time Series Analysis
Overview
A collection of functions to perform Detrended Fluctuation Analysis (DFA exponent), GUEDES et al. (2019) doi:10.1016/j.physa.2019.04.132 , Detrended cross-correlation coefficient (RHODCCA), GUEDES & ZEBENDE (2019) doi:10.1016/j.physa.2019.121286, DMCA cross-correlation coefficient and Detrended multiple cross-correlation coefficient (DMC), GUEDES & SILVA-FILHO & ZEBENDE (2018) doi:10.1016/j.physa.2021.125990, both with sliding windows approach.
Install
Health
NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Maintainer: ‘Everaldo Freitas Guedes <efgestatistico@gmail.com>’ The BugReports field in DESCRIPTION has https://github.com/efguedes/SlidingWindows which should likely be https://github.com/efguedes/SlidingWindows/issues instead.
- NOTE11 OK, 2 NOTE2026-09-08
- ERROR10 OK, 2 NOTE, 1 ERROR2026-09-07
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 7
- Examples that run
- 100%7 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 100%
Downloads
Repository
Checks run against github.com/efguedes/slidingwindows on 2026-10-21.
No development-tooling practices detected in the upstream repository.
Dependencies
Installing SlidingWindows adds 19 packages (17 with compiled code, 14 MB of source tarballs). Heaviest: PerformanceAnalytics 5.0 MB, Rcpp 1.8 MB, RcppArmadillo 1.0 MB.
Code & Tests
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- 0.2.0Latest2021-04-11 · current release · diff ↗ ·
removed 6 exports
descritive_SlidingWindows, dfa_SlidingWindows, dmc_SlidingWindows, dmca_SlidingWindows, entropy_SlidingWindows, rhodcca_SlidingWindowsadded 6 exports
descritive.SlidingWindows, dfa.SlidingWindows, dmc.SlidingWindows, dmca.SlidingWindows, entropy.SlidingWindows, rhodcca.SlidingWindows - 0.1.92021-01-07 · diff ↗
- 0.1.72020-11-02 · diff ↗ ·
removed 1 export
descritive_statsistics_SlidingWindowsadded 2 exports
descritive_SlidingWindows, dmca_SlidingWindows - 0.1.5
- 0.1.42020-09-21
- RR 4.0.0 released · 2020-04-24
Package metadata
- First published
- 2020-09-21
- Total releases
- 5 / 6 yrs
- License
- GPL-3 OSI
- Download size
- 6.6 KB
Cite
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Run in R for the authors' preferred citation:
citation("SlidingWindows")This package has no citation file, so citation() returns this entry built from DESCRIPTION.
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