CDVI: Cuddy-Della Valle Index for Capturing the Instability in Time
Series Data
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>.
| Version: |
0.1.0 |
| Imports: |
stats, base |
| Published: |
2024-04-04 |
| DOI: |
10.32614/CRAN.package.CDVI |
| 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 at gmail.com> |
| License: |
GPL-3 |
| NeedsCompilation: |
no |
| CRAN checks: |
CDVI results |
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