dCovTS: Distance Covariance and Correlation for Time Series Analysis
Version 1.1

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.

Package details

AuthorMaria Pitsillou [aut, cre], Konstantinos Fokianos [aut]
Date of publication2016-09-21 19:27:35
MaintainerMaria Pitsillou <pitsillou.maria@ucy.ac.cy>
LicenseGPL (>= 2)
Version1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("dCovTS")

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dCovTS documentation built on May 30, 2017, 4:38 a.m.