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CDVI  

Cuddy-Della Valle Index for Capturing the Instability in Time Series Data
View on CRAN: Click here


Download and install CDVI package within the R console
Install from CRAN:
install.packages("CDVI")

Install from Github:
library("remotes")
install_github("cran/CDVI")

Install by package version:
library("remotes")
install_version("CDVI", "0.1.0")



Attach the package and use:
library("CDVI")
Maintained by
Dr. S. Vishnu Shankar
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-04-04
Latest Update: 2024-04-04
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>.
How to cite:
Dr. S. Vishnu Shankar (2024). CDVI: Cuddy-Della Valle Index for Capturing the Instability in Time Series Data. R package version 0.1.0, https://cran.r-project.org/web/packages/CDVI
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