Package: dCovTS 1.4
Michail Tsagris
dCovTS: Distance Covariance and Correlation for Time Series Analysis
Computing and plotting the distance covariance and correlation function of a univariate or a multivariate time series. Both versions of biased and unbiased estimators of distance covariance and correlation are provided. Test statistics for testing pairwise independence are also implemented. Some data sets are also included. References include: a) Edelmann Dominic, Fokianos Konstantinos and Pitsillou Maria (2019). 'An Updated Literature Review of Distance Correlation and Its Applications to Time Series'. International Statistical Review, 87(2): 237--262. <doi:10.1111/insr.12294>. b) Fokianos Konstantinos and Pitsillou Maria (2018). 'Testing independence for multivariate time series via the auto-distance correlation matrix'. Biometrika, 105(2): 337--352. <doi:10.1093/biomet/asx082>. c) Fokianos Konstantinos and Pitsillou Maria (2017). 'Consistent testing for pairwise dependence in time series'. Technometrics, 59(2): 262--270. <doi:10.1080/00401706.2016.1156024>. d) Pitsillou Maria and Fokianos Konstantinos (2016). 'dCovTS: Distance Covariance/Correlation for Time Series'. R Journal, 8(2):324-340. <doi:10.32614/RJ-2016-049>.
Authors:
dCovTS_1.4.tar.gz
dCovTS_1.4.tar.gz(r-4.5-noble)dCovTS_1.4.tar.gz(r-4.4-noble)
dCovTS_1.4.tgz(r-4.4-emscripten)dCovTS_1.4.tgz(r-4.3-emscripten)
dCovTS.pdf |dCovTS.html✨
dCovTS/json (API)
| # Install 'dCovTS' in R: |
| install.packages('dCovTS', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
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This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 12 months agofrom:23c9845625. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Aug 23 2024 |
| R-4.5-linux | OK | Aug 23 2024 |
Exports:ADCFADCFplotADCVkernelFunmADCFmADCFplotmADCFtestmADCVmADCVtestUnivTest
Dependencies:codetoolsdcovdoParallelforeachiteratorsRcppRcppArmadilloRcppGSLRcppParallelRcppZigguratRfastRfast2Rnanoflann
