| Type: | Package |
| Title: | Cuddy-Della Valle Index for Capturing the Instability in Time Series Data |
| Version: | 0.1.0 |
| Author: | Dr. S. Vishnu Shankar [aut, cre], Dr. Ranjit Kumar Paul [aut], Dr. Md Yeasin [aut], Dr. Himadri Shekhar Roy [aut] |
| Maintainer: | Dr. S. Vishnu Shankar <S.vishnushankar55@gmail.com> |
| Description: | 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>. |
| License: | GPL-3 |
| Encoding: | UTF-8 |
| Imports: | stats, base |
| NeedsCompilation: | no |
| RoxygenNote: | 7.3.1 |
| Packaged: | 2024-04-04 14:23:28 UTC; JARVIS |
| Repository: | CRAN |
| Date/Publication: | 2024-04-04 18:03:00 UTC |
CDVI
Description
Cuddy-Della Valle Index for Capturing the Instability in Time Series Data.
Usage
CDVI(data, verbose = TRUE)
Arguments
data |
Name of the data taken for the study |
verbose |
Logical. If TRUE, the function prints detailed information about its progress. Default is FALSE. |
Value
CV, CDVI
References
1. Shankar, S. V., Chandel, A., Gupta, R. K., Sharma, S., Chand, H., Kumar, R., ... & Gowsar, S. N. (2023). Corrigendum: Exploring the dynamics of arrivals and prices volatility in onion (Allium cepa) using advanced time series techniques. Frontiers in Sustainable Food Systems, 7, 1290515. DOI: 10.3389/fsufs.2023.1208898
Examples
{
library(CDVI)
Prices <- runif(15, min = 800, max = 1200)
data <- data.frame(Prices)
CDVI(data = data$Prices)
}