Distance Covariance and Correlation for Time Series Analysis

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 |

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