dCovTS: Distance Covariance and Correlation for Time Series Analysis

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.

Version: 1.1
Depends: R (≥ 3.1.0), doParallel (≥ 1.0.8), energy (≥ 1.5.0)
Imports: foreach
Suggests: MASS
Published: 2016-09-21
Author: Maria Pitsillou [aut, cre], Konstantinos Fokianos [aut]
Maintainer: Maria Pitsillou <pitsillou.maria at ucy.ac.cy>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
In views: TimeSeries
CRAN checks: dCovTS results


Reference manual: dCovTS.pdf
Package source: dCovTS_1.1.tar.gz
Windows binaries: r-devel: dCovTS_1.1.zip, r-release: dCovTS_1.1.zip, r-oldrel: dCovTS_1.1.zip
OS X El Capitan binaries: r-release: dCovTS_1.1.tgz
OS X Mavericks binaries: r-oldrel: dCovTS_1.1.tgz
Old sources: dCovTS archive


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