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testcorr  

Testing Zero Correlation
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("testcorr", "0.2.0")



Attach the package and use:
library("testcorr")
Maintained by
Violetta Dalla
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-02-29
Latest Update: 2021-04-05
Description:
Computes the test statistics for examining the significance of autocorrelation in univariate time series, cross-correlation in bivariate time series, Pearson correlations in multivariate series and test statistics for i.i.d. property of univariate series given in Dalla, Giraitis and Phillips (2020), <https://cowles.yale.edu/sites/default/files/files/pub/d21/d2194-r.pdf>.
How to cite:
Violetta Dalla (2020). testcorr: Testing Zero Correlation. R package version 0.2.0, https://cran.r-project.org/web/packages/testcorr
Previous versions and publish date:
0.1.2 (2020-02-29 14:40)
Other packages that cited testcorr R package
View testcorr citation profile
Other R packages that testcorr depends, imports, suggests or enhances
Functions, R codes and Examples using the testcorr R package
Some associated functions: ac.test . cc.test . iid.test . rcorr.test . 
Some associated R codes: testcorr.R .  Full testcorr package functions and examples
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