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.
| Version: | 1.1 |
| Depends: | R (≥ 3.1.0), doParallel (≥ 1.0.8), energy (≥ 1.5.0) |
| Imports: | foreach |
| Suggests: | MASS |
| Published: | 2016-09-21 |
| Author: | Maria Pitsillou [aut, cre], Konstantinos Fokianos [aut] |
| Maintainer: | Maria Pitsillou <pitsillou.maria at ucy.ac.cy> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| In views: | TimeSeries |
| CRAN checks: | dCovTS results |
| Reference manual: | dCovTS.pdf |
| Package source: | dCovTS_1.1.tar.gz |
| Windows binaries: | r-devel: dCovTS_1.1.zip, r-release: dCovTS_1.1.zip, r-oldrel: dCovTS_1.1.zip |
| macOS binaries: | r-release: dCovTS_1.1.tgz, r-oldrel: dCovTS_1.1.tgz |
| Old sources: | dCovTS archive |
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