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. 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)]
NeedsCompilation: no
CRAN checks: dCovTS results


Reference manual: dCovTS.pdf
Package source: dCovTS_1.0.tar.gz
Windows binaries: r-devel: dCovTS_1.0.zip, r-release: dCovTS_1.0.zip, r-oldrel: dCovTS_1.0.zip
OS X Mavericks binaries: r-release: dCovTS_1.0.tgz, r-oldrel: dCovTS_1.0.tgz