Package: testcorr
Type: Package
Title: Testing Zero Correlation
Version: 0.4.0
Authors@R: c(
    person("Violetta", "Dalla", email = "vidalla@econ.uoa.gr", role = c("aut", "cre")), 
    person("Liudas", "Giraitis", role = "aut"), 
    person("Peter C. B.", "Phillips", role = "aut")
  )
Description: 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 (2022),
        <https://www.cambridge.org/core/journals/econometric-theory/article/abs/robust-tests-for-white-noise-and-crosscorrelation/4D77C12C52433F4C6735E584C779403A>,
        <https://elischolar.library.yale.edu/cowles-discussion-paper-series/57/>.
License: GPL-3
Encoding: UTF-8
Imports: stats, ggplot2, scales, reshape2, forcats, knitr, methods,
        xts, zoo
Suggests: testthat, rmarkdown
VignetteBuilder: knitr
RoxygenNote: 7.3.3
NeedsCompilation: no
Packaged: 2026-06-19 07:49:26 UTC; root
Author: Violetta Dalla [aut, cre], Liudas Giraitis [aut], Peter C. B.
        Phillips [aut]
Maintainer: Violetta Dalla <vidalla@econ.uoa.gr>
Config/pak/sysreqs: libicu-dev
Repository: https://vidalla.r-universe.dev
Date/Publication: 2026-04-20 14:17:38 UTC
RemoteUrl: https://github.com/cran/testcorr
RemoteRef: HEAD
RemoteSha: 0616aa982af48b23a9d711d47cb7d098de984d03