Distance Covariance and Correlation for Time Series Analysis

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Documentation for package ‘dCovTS’ version 1.4

Help Pages

dCovTS-package Distance Covariance and Correlation Theory for Time Series
ADCF Auto-Distance Correlation Function
ADCFplot Auto-distance correlation plot
ADCV Auto-distance Covariance Function
dCovTS Distance Covariance and Correlation Theory for Time Series
ibmSp500 Monthly returns of IBM and S&P 500 composite index
kernelFun Several kernel functions
mADCF Auto-Distance Correlation Matrix
mADCFplot Distance cross-correlation plot
mADCFtest Distance Correlation test of independence in multivariate time series
mADCV Auto-Distance Covariance Matrix
mADCVtest Distance covariance test of independence in multivariate time series
MortTempPart Cardiovascular mortality, temperature and pollution data in Los Angeles County
UnivTest Testing for independence in univariate time series