Detrended Fluctuation and Detrended Cross-Correlation Analysis
Autocovariance function of the detrended variance
Autocovariance function of the detrended cross-covariance
Expected value of the detrended variance
Expected value of the detrended cross-covariance
Detrended Variance
Detrended Cross-covariance
Matrix J
The product of Kronecker Product of some Arrays
Matrix K
Projection Matrix P
Projection Matrix Q
Detrended Cross-correlation coefficient
The limit value of the detrended cross-covariance
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>.