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A test of pairwise independence for univariate time series.
● Data Source:
CranContrib
● Keywords: htest
● Alias: UnivTest
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A test of independence based on distance correlation function in multivariate time series proposed by Fokianos and Pitsillou (2016).
● Data Source:
CranContrib
● Keywords: htest
● Alias: mADCFtest
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Computes the auto-distance covariance function of a univariate time series.
● Data Source:
CranContrib
● Keywords: ts
● Alias: ADCV
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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.
● Data Source:
CranContrib
● Keywords: package
● Alias: dCovTS, dCovTS-package
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Computes several kernel functions(truncated, Bartlett, Daniell, QS, Parzen). These kernels are for constructing test statistics for testing pairwise independence.
● Data Source:
CranContrib
● Keywords: ts
● Alias: kernelFun
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Computes the auto-distance correlation function of a univariate time series.
● Data Source:
CranContrib
● Keywords: ts
● Alias: ADCF
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Computes the distance correlation matrix of a multivariate time series.
● Data Source:
CranContrib
● Keywords: ts
● Alias: mADCF
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The function plots the estimated auto-distance correlation function obtained by ADCF.
● Data Source:
CranContrib
● Keywords: plot
● Alias: ADCFplot
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A test of independence based on distance covariance function in multivariate time series proposed by Fokianos and Pitsillou (2016).
● Data Source:
CranContrib
● Keywords: htest
● Alias: mADCVtest
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Computes the sample distance covariance matrices of a multivariate time series.
● Data Source:
CranContrib
● Keywords: ts
● Alias: mADCV
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providing 
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