Computing and plotting the distance covariance and correlation
function of a univariate or a multivariate time series. Test statistics for
testing pairwise independence are also implemented. Some data sets are also included.
| Version: |
1.0 |
| Depends: |
R (≥ 3.1.0), doParallel (≥ 1.0.8), energy (≥ 1.5.0) |
| Imports: |
foreach |
| Suggests: |
MASS |
| Published: |
2016-03-09 |
| Author: |
Maria Pitsillou [aut, cre],
Konstantinos Fokianos [aut] |
| Maintainer: |
Maria Pitsillou <pitsillou.maria at ucy.ac.cy> |
| BugReports: |
NA |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
NA |
| NeedsCompilation: |
no |
| CRAN checks: |
dCovTS results |