Package: IndGenErrors Type: Package Title: Tests of Independence Between Innovations of Generalized Error Models Version: 0.1.6 Authors@R: c(person(c("Kilani"), "Ghoudi", role = c("aut", "ctb","cph"), email = "kghoudi@gmail.com"), person(c("Bouchra","R."), "Nasri", role = c("aut", "ctb","cph"), email = "bouchra.nasri@umontreal.ca"), person(c("Bruno","N"), "Remillard", role = c("aut", "cre","cph"), email = "bruno.remillard@hec.ca"),person(c("Pierre"), "Duchesne", role = c("aut", "ctb","cph"), email = "pierre.duchesne@umontreal.ca")) Description: Computation of test statistics of independence between (continuous) innovations of time series. They can be used with stochastic volatility models and Hidden Markov Models (HMM). This improves the results in Duchesne, Ghoudi & Remillard (2012) . Depends: R (>= 3.5.0), stats Imports: ggplot2, MixedIndTests License: GPL (>= 2) Encoding: UTF-8 RoxygenNote: 7.3.2 NeedsCompilation: yes Packaged: 2026-09-25 09:01:34 UTC; root Author: Kilani Ghoudi [aut, ctb, cph], Bouchra R. Nasri [aut, ctb, cph], Bruno N Remillard [aut, cre, cph], Pierre Duchesne [aut, ctb, cph] Maintainer: Bruno N Remillard Repository: https://cran.r-universe.dev Date/Publication: 2025-01-31 14:30:04 UTC RemoteUrl: https://github.com/cran/IndGenErrors RemoteRef: HEAD RemoteSha: a061e10b7764f12712cccfc05999fa37231abbd3