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 15 Jul. 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

SECFISH  
Disaggregate Variable Costs
These functions were developed within SECFISH project (Strengthening regional cooperation in the are ...
Download / Learn more Package Citations See dependency  
gscaLCA  
Generalized Structure Component Analysis- Latent Class Analysis & Latent Class Regression
Execute Latent Class Analysis (LCA) and Latent Class Regression (LCR) by using Generalized Structu ...
Download / Learn more Package Citations See dependency  
PermAlgo  
Permutational Algorithm to Simulate Survival Data
This version of the permutational algorithm generates a dataset in which event and censoring times ...
Download / Learn more Package Citations See dependency  
pulseTD  
Identification of Transcriptional Dynamics using Pulse Models via 4su-Seq Data and RNA-Seq Data
A tool for analyzing the transcription, processing and degradation rates of genes by 4sU-seq (the Me ...
Download / Learn more Package Citations See dependency  
binhf  
Haar-Fisz Functions for Binomial Data
Binomial Haar-Fisz transforms for Gaussianization as in Nunes and Nason (2009). ...
Download / Learn more Package Citations See dependency  
gamlss.add  
Extra Additive Terms for Generalized Additive Models for Location Scale and Shape
Interface for extra smooth functions including tensor products, neural networks and decision trees. ...
Download / Learn more Package Citations See dependency  

27,806

R Packages

239,283

Dependencies

73,837

Author Associations

27,807

Publication Badges

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