Other packages > Find by keyword >

NonParRolCor  

a Non-Parametric Statistical Significance Test for Rolling Window Correlation
View on CRAN: Click here


Download and install NonParRolCor package within the R console
Install from CRAN:
install.packages("NonParRolCor")

Install from Github:
library("remotes")
install_github("cran/NonParRolCor")

Install by package version:
library("remotes")
install_version("NonParRolCor", "0.8.0")



Attach the package and use:
library("NonParRolCor")
Maintained by
Josue M. Polanco-Martinez
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-03-31
Latest Update: 2022-10-30
Description:
Estimates and plots (as a single plot and as a heat map) the rolling window correlation coefficients between two time series and computes their statistical significance, which is carried out through a non-parametric computing-intensive method. This method addresses the effects due to the multiple testing (inflation of the Type I error) when the statistical significance is estimated for the rolling window correlation coefficients. The method is based on Monte Carlo simulations by permuting one of the variables (e.g., the dependent) under analysis and keeping fixed the other variable (e.g., the independent). We improve the computational efficiency of this method to reduce the computation time through parallel computing. The 'NonParRolCor' package also provides examples with synthetic and real-life environmental time series to exemplify its use. Methods derived from R. Telford (2013) and J.M. Polanco-Martinez and J.L. Lopez-Martinez (2021) .
How to cite:
Josue M. Polanco-Martinez (2021). NonParRolCor: a Non-Parametric Statistical Significance Test for Rolling Window Correlation. R package version 0.8.0, https://cran.r-project.org/web/packages/NonParRolCor. Accessed 06 Mar. 2026.
Previous versions and publish date:
0.4.0 (2021-03-31 11:00), 0.6.0 (2021-04-07 12:00)
Other packages that cited NonParRolCor R package
View NonParRolCor citation profile
Other R packages that NonParRolCor depends, imports, suggests or enhances
Complete documentation for NonParRolCor
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

EMVS  
The Expectation-Maximization Approach to Bayesian Variable Selection
An efficient expectation-maximization algorithm for fitting Bayesian spike-and-slab regularization p ...
Download / Learn more Package Citations See dependency  
mlr3viz  
Visualizations for 'mlr3'
Visualization package of the 'mlr3' ecosystem. It features plots for mlr3 objects such as tasks, le ...
Download / Learn more Package Citations See dependency  
openxlsx  
Read, Write and Edit xlsx Files
Simplifies the creation of Excel .xlsx files by providing a high level interface to writing, stylin ...
Download / Learn more Package Citations See dependency  
DatabionicSwarm  
Swarm Intelligence for Self-Organized Clustering
Algorithms implementing populations of agents that interact with one another and sense their environ ...
Download / Learn more Package Citations See dependency  
lbfgs  
Limited-memory BFGS Optimization
A wrapper built around the libLBFGS optimization library by Naoaki Okazaki. The lbfgs package implem ...
Download / Learn more Package Citations See dependency  
solitude  
An Implementation of Isolation Forest
Isolation forest is anomaly detection method introduced by the paper Isolation based Anomaly Detecti ...
Download / Learn more Package Citations See dependency  

26,264

R Packages

223,360

Dependencies

70,244

Author Associations

26,265

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA