Implements an Entropy measure of dependence based on the Bhattacharya-Hellinger-Matusita distance. Can be used as a (nonlinear) autocorrelation/crosscorrelation function for continuous and categorical time series. The package includes tests for serial dependence and nonlinearity based on it. Some routines have a parallel version that can be used in a multicore/cluster environment. The package makes use of S4 classes.
|Date of publication||2017-04-15 20:31:49 UTC|
|Maintainer||Simone Giannerini <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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