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

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'))

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.00 score 5 scripts 379 downloads 4 exports 39 dependencies

Last updated 4 years agofrom:7cdc4629bf. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 22 2024
R-4.5-winOKNov 22 2024
R-4.5-linuxOKNov 22 2024
R-4.4-winOKNov 22 2024
R-4.4-macOKNov 22 2024
R-4.3-winOKNov 22 2024
R-4.3-macOKNov 22 2024

Exports:ac.testcc.testiid.testrcorr.test

Dependencies:clicolorspaceevaluatefansifarverforcatsggplot2gluegtablehighrisobandknitrlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigplyrR6RColorBrewerRcppreshape2rlangscalesstringistringrtibbleutf8vctrsviridisLitewithrxfunyaml

The testcorr Package

Rendered fromtestcorr.Rnwusingutils::Sweaveon Nov 22 2024.

Last update: 2021-04-05
Started: 2020-02-29