R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
dCovTS
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]
[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 08 May. 2025.
Previous versions and publish date:
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
Functions, R codes and Examples using
the dCovTS R package
Some associated functions: ADCF . ADCFplot . ADCV . MortTempPart . UnivTest . dCovTS-package . ibmSp500 . kernelFun . mADCF . mADCFplot . mADCFtest . mADCV . mADCVtest .
Some associated R codes: ADCF.R . ADCFplot.R . ADCV.R . ATilde.R . OrdinaryBoot.R . OrdinaryBoot1.R . OrdinaryBoot2.R . OrdinaryBootCV.R . RbootCV.R . SubsCV.R . TstarBoot.R . TstarBoot1.R . TstarBoot2.R . UnivTest.R . crossDist.R . kernelFun.R . mADCF.R . mADCFplot.R . mADCFtest.R . mADCV.R . mADCVtest.R . mOrdinaryBootCV.R . mRbootCV.R . onAttach.R . Full dCovTS package functions and examples
Downloads during the last 30 days
Today's Hot Picks in Authors and Packages
MXM
Many feature selection methods for a wide range of response variables, including minimal, statistica ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Konstantina Biza (view profile)
MultiATSM
Estimation routines for several classes of affine term structure of interest rates models. All the m ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Rubens Moura (view profile)
trajr
A toolbox to assist with statistical analysis of animal trajectories. It provides simple access to a ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Jim McLean (view profile)
gaussDiff
A collection difference measures for multivariate Gaussian
probability density functions, such as t ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Henning Rust (view profile)
r2resize
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
gms
A collection of tools to create, use and maintain modularized model code written in the modeling
la ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Jan Philipp Dietrich (view profile)
24,205
R Packages
207,311
Dependencies
65,312
Author Associations
24,206
Publication Badges
