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
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>
License: GPL-3
NeedsCompilation: no
CRAN checks: CDVI results


Reference manual: CDVI.pdf


Package source: CDVI_0.1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): CDVI_0.1.0.tgz, r-oldrel (arm64): CDVI_0.1.0.tgz, r-release (x86_64): CDVI_0.1.0.tgz, r-oldrel (x86_64): CDVI_0.1.0.tgz


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