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.

Browse man pages Browse package API and functions Browse package files

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
InstallationInstall the latest version of this package by entering the following in R:
install.packages("dCovTS")

Man pages

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

Functions

ADCF Man page Source code
ADCFplot Man page Source code
ADCV Man page Source code
ATilde Source code
MortTempPart Man page
OrdinaryBoot Source code
OrdinaryBoot1 Source code
OrdinaryBoot2 Source code
OrdinaryBootCV Source code
RbootCV Source code
SubsCV Source code
TstarBoot Source code
TstarBoot1 Source code
TstarBoot2 Source code
UnivTest Man page Source code
crossDist Source code
dCovTS Man page
dCovTS-package Man page
ibmSp500 Man page
kernelFun Man page Source code
mADCF Man page Source code
mADCFplot Man page Source code
mADCFtest Man page Source code
mADCV Man page Source code
mADCVtest Man page Source code
mOrdinaryBootCV Source code
mRbootCV Source code

Files

NAMESPACE
data
data/MortTempPart.rda
data/ibmSp500.rda
R
R/OrdinaryBoot.R
R/mOrdinaryBootCV.R
R/TstarBoot2.R
R/UnivTest.R
R/mRbootCV.R
R/mADCFplot.R
R/mADCF.R
R/kernelFun.R
R/mADCFtest.R
R/ADCF.R
R/RbootCV.R
R/SubsCV.R
R/mADCV.R
R/TstarBoot.R
R/ADCV.R
R/crossDist.R
R/mADCVtest.R
R/OrdinaryBootCV.R
R/ATilde.R
R/OrdinaryBoot1.R
R/ADCFplot.R
R/OrdinaryBoot2.R
R/TstarBoot1.R
MD5
DESCRIPTION
man
man/UnivTest.Rd
man/mADCFtest.Rd
man/ADCV.Rd
man/dCovTS-package.Rd
man/kernelFun.Rd
man/ADCF.Rd
man/MortTempPart.Rd
man/mADCF.Rd
man/ADCFplot.Rd
man/mADCVtest.Rd
man/mADCV.Rd
man/mADCFplot.Rd
man/ibmSp500.Rd
dCovTS documentation built on May 20, 2017, 2:18 a.m.