GMZTests: Statistical Tests

A collection of functions to perform statistical tests of the following methods: Detrended Fluctuation Analysis, RHODCCA coefficient,<doi:10.1103/PhysRevE.84.066118>, DMC coefficient, SILVA-FILHO et al. (2021) <doi:10.1016/j.physa.2020.125285>, Delta RHODCCA coefficient, Guedes et al. (2018) <doi:10.1016/j.physa.2018.02.148> and <doi:10.1016/j.dib.2018.03.080> , Delta DMCA coefficient and Delta DMC coefficient.

Version: 0.1.4
Imports: stats, DCCA, PerformanceAnalytics, nonlinearTseries, fitdistrplus, fgpt, tseries
Suggests: xts, zoo, quantmod, fracdiff
Published: 2021-03-18
Author: Everaldo Freitas Guedes ORCID iD [aut, cre], Aloísio Machado Silva-Filho ORCID iD [aut], Gilney Figueira Zebende ORCID iD [aut]
Maintainer: Everaldo Freitas Guedes <efgestatistico at>
License: GPL-3
NeedsCompilation: no
CRAN checks: GMZTests results


Reference manual: GMZTests.pdf


Package source: GMZTests_0.1.4.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): GMZTests_0.1.4.tgz, r-oldrel (arm64): GMZTests_0.1.4.tgz, r-release (x86_64): GMZTests_0.1.4.tgz, r-oldrel (x86_64): GMZTests_0.1.4.tgz
Old sources: GMZTests archive


Please use the canonical form to link to this page.