Package: testcorr 0.2.0

testcorr: Testing Zero Correlation

Computes the test statistics for examining the significance of autocorrelation in univariate time series, cross-correlation in bivariate time series, Pearson correlations in multivariate series and test statistics for i.i.d. property of univariate series given in Dalla, Giraitis and Phillips (2020), <https://cowles.yale.edu/sites/default/files/files/pub/d21/d2194-r.pdf>.

Authors:Violetta Dalla, Liudas Giraitis and Peter C. B. Phillips

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4 exports 0.00 score 39 dependencies 5 scripts 339 downloads

Last updated 3 years agofrom:7cdc4629bf. Checks:OK: 7. Indexed: yes.

Exports:ac.testcc.testiid.testrcorr.test

Dependencies:clicolorspaceevaluatefansifarverforcatsggplot2gluegtablehighrisobandknitrlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigplyrR6RColorBrewerRcppreshape2rlangscalesstringistringrtibbleutf8vctrsviridisLitewithrxfunyaml