Other packages > Find by keyword >

dCovTS  

Distance Covariance and Correlation for Time Series Analysis
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("dCovTS", "1.4")



Attach the package and use:
library("dCovTS")
Maintained by
Michail Tsagris
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-03-09
Latest Update: 2023-09-28
Description:
Computing and plotting the distance covariance and correlation function of a univariate or a multivariate time series. Both versions of biased and unbiased estimators of distance covariance and correlation are provided. Test statistics for testing pairwise independence are also implemented. Some data sets are also included. References include: a) Edelmann Dominic, Fokianos Konstantinos and Pitsillou Maria (2019). 'An Updated Literature Review of Distance Correlation and Its Applications to Time Series'. International Statistical Review, 87(2): 237--262. . b) Fokianos Konstantinos and Pitsillou Maria (2018). 'Testing independence for multivariate time series via the auto-distance correlation matrix'. Biometrika, 105(2): 337--352. . c) Fokianos Konstantinos and Pitsillou Maria (2017). 'Consistent testing for pairwise dependence in time series'. Technometrics, 59(2): 262--270. . d) Pitsillou Maria and Fokianos Konstantinos (2016). 'dCovTS: Distance Covariance/Correlation for Time Series'. R Journal, 8(2):324-340. .
How to cite:
Michail Tsagris (2016). dCovTS: Distance Covariance and Correlation for Time Series Analysis. R package version 1.4, https://cran.r-project.org/web/packages/dCovTS. Accessed 05 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:30), 1.0 (2016-03-09 00:51), 1.1 (2016-09-21 19:27), 1.2 (2021-05-13 01:12), 1.3 (2022-06-28 00:20), 1.4 (2023-09-28 21:10)
Other packages that cited dCovTS R package
View dCovTS citation profile
Other R packages that dCovTS depends, imports, suggests or enhances
Complete documentation for dCovTS
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

kernelPSI  
Post-Selection Inference for Nonlinear Variable Selection
Different post-selection inference strategies for kernelselection as described in kernelPSI a Post-S ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
dhReg  
Dynamic Harmonic Regression
Building and forecasting time series data with multiple seasonality using Dynamic Harmonic Regressio ...
Download / Learn more Package Citations See dependency  
dcov  
A Fast Implementation of Distance Covariance
Efficient methods for computing distance covariance and relevant statistics. See Sz ...
Download / Learn more Package Citations See dependency  
noisyr  
Noise Quantification in High Throughput Sequencing Output
Quantifies and removes technical noise from high-throughput sequencing data. Two approaches are use ...
Download / Learn more Package Citations See dependency  

28,083

R Packages

239,283

Dependencies

74,457

Author Associations

28,084

Publication Badges

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