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.

Author | Maria Pitsillou [aut, cre], Konstantinos Fokianos [aut] |

Date of publication | 2016-09-21 19:27:35 |

Maintainer | Maria Pitsillou <pitsillou.maria@ucy.ac.cy> |

License | GPL (>= 2) |

Version | 1.1 |

**ADCF:** Auto-Distance Correlation Function

**ADCFplot:** Auto-distance correlation plot

**ADCV:** Auto-distance Covariance Function

**dCovTS-package:** Distance Covariance and Correlation theory in time series

**ibmSp500:** Monthly returns of IBM and S&P 500 composite index

**kernelFun:** Several kernel functions

**mADCF:** Auto-Distance Correlation Matrix

**mADCFplot:** Distance cross-correlation plot

**mADCFtest:** Distance Correlation test of independence in multivariate...

**mADCV:** Auto-Distance Covariance Matrix

**mADCVtest:** Distance covariance test of independence in multivariate time...

**MortTempPart:** Cardiovascular mortality, temperature and pollution data in...

**UnivTest:** Testing for independence in univariate time series

dCovTS

dCovTS/NAMESPACE

dCovTS/data

dCovTS/data/MortTempPart.rda

dCovTS/data/ibmSp500.rda

dCovTS/R

dCovTS/R/OrdinaryBoot.R
dCovTS/R/mOrdinaryBootCV.R
dCovTS/R/TstarBoot2.R
dCovTS/R/UnivTest.R
dCovTS/R/mRbootCV.R
dCovTS/R/mADCFplot.R
dCovTS/R/mADCF.R
dCovTS/R/kernelFun.R
dCovTS/R/mADCFtest.R
dCovTS/R/ADCF.R
dCovTS/R/RbootCV.R
dCovTS/R/SubsCV.R
dCovTS/R/mADCV.R
dCovTS/R/TstarBoot.R
dCovTS/R/ADCV.R
dCovTS/R/crossDist.R
dCovTS/R/mADCVtest.R
dCovTS/R/OrdinaryBootCV.R
dCovTS/R/ATilde.R
dCovTS/R/OrdinaryBoot1.R
dCovTS/R/ADCFplot.R
dCovTS/R/OrdinaryBoot2.R
dCovTS/R/TstarBoot1.R
dCovTS/MD5

dCovTS/DESCRIPTION

dCovTS/man

dCovTS/man/UnivTest.Rd
dCovTS/man/mADCFtest.Rd
dCovTS/man/ADCV.Rd
dCovTS/man/dCovTS-package.Rd
dCovTS/man/kernelFun.Rd
dCovTS/man/ADCF.Rd
dCovTS/man/MortTempPart.Rd
dCovTS/man/mADCF.Rd
dCovTS/man/ADCFplot.Rd
dCovTS/man/mADCVtest.Rd
dCovTS/man/mADCV.Rd
dCovTS/man/mADCFplot.Rd
dCovTS/man/ibmSp500.Rd
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