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]
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:
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)
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
04/0804/0904/1004/1104/1204/1304/1404/1504/1604/1704/1804/1904/2004/2104/2204/2304/2404/2504/2604/2704/2804/2904/3005/0105/0205/0305/0405/0505/0605/07Downloads for dCovTS5101520253035TrendBars

Today's Hot Picks in Authors and Packages

MXM  
Feature Selection (Including Multiple Solutions) and Bayesian Networks
Many feature selection methods for a wide range of response variables, including minimal, statistica ...
Download / Learn more Package Citations See dependency  
MultiATSM  
Multicountry Term Structure of Interest Rates Models
Estimation routines for several classes of affine term structure of interest rates models. All the m ...
Download / Learn more Package Citations See dependency  
trajr  
Animal Trajectory Analysis
A toolbox to assist with statistical analysis of animal trajectories. It provides simple access to a ...
Download / Learn more Package Citations See dependency  
gaussDiff  
Difference measures for multivariate Gaussian probability density functions
A collection difference measures for multivariate Gaussian probability density functions, such as t ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
gms  
'GAMS' Modularization Support Package
A collection of tools to create, use and maintain modularized model code written in the modeling la ...
Download / Learn more Package Citations See dependency  

24,205

R Packages

207,311

Dependencies

65,312

Author Associations

24,206

Publication Badges

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