dCovTS (1.1)

0 users

Distance Covariance and Correlation for Time Series Analysis.

http://cran.r-project.org/web/packages/dCovTS

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.

Maintainer: Maria Pitsillou
Author(s): Maria Pitsillou [aut, cre], Konstantinos Fokianos [aut]

License: GPL (>= 2)

Uses: doParallel, energy, foreach, MASS

Released 6 months ago.


1 previous version

Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

No one has written a review of dCovTS yet. Want to be the first? Write one now.


Related packages: ArDec, Ecdat, MSBVAR, TSdbi, boot, brainwaver, chron, cts, depmix, dlm, dse, dyn, dynlm, ensembleBMA, fArma, fGarch, fNonlinear, fUnitRoots, fame, fracdiff(20 best matches, based on common tags.)


Search for dCovTS on google, google scholar, r-help, r-devel.

Visit dCovTS on R Graphical Manual.