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:
testcorr_0.2.0.tar.gz
testcorr_0.2.0.zip(r-4.5)testcorr_0.2.0.zip(r-4.4)testcorr_0.2.0.zip(r-4.3)
testcorr_0.2.0.tgz(r-4.4-any)testcorr_0.2.0.tgz(r-4.3-any)
testcorr_0.2.0.tar.gz(r-4.5-noble)testcorr_0.2.0.tar.gz(r-4.4-noble)
testcorr_0.2.0.tgz(r-4.4-emscripten)testcorr_0.2.0.tgz(r-4.3-emscripten)
testcorr.pdf |testcorr.html✨
testcorr/json (API)
NEWS
# Install 'testcorr' in R: |
install.packages('testcorr', repos = c('https://vidalla.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 4 years agofrom:7cdc4629bf. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 22 2024 |
R-4.5-win | OK | Nov 22 2024 |
R-4.5-linux | OK | Nov 22 2024 |
R-4.4-win | OK | Nov 22 2024 |
R-4.4-mac | OK | Nov 22 2024 |
R-4.3-win | OK | Nov 22 2024 |
R-4.3-mac | OK | Nov 22 2024 |
Exports:ac.testcc.testiid.testrcorr.test
Dependencies:clicolorspaceevaluatefansifarverforcatsggplot2gluegtablehighrisobandknitrlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigplyrR6RColorBrewerRcppreshape2rlangscalesstringistringrtibbleutf8vctrsviridisLitewithrxfunyaml
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Testing zero autocorrelation | ac.test |
Testing zero cross-correlation | cc.test |
Testing iid property | iid.test |
Testing zero Pearson correlation | rcorr.test |