R: Distance Covariance and Correlation for Time Series Analysis

# Distance Covariance and Correlation for Time Series Analysis

## Documentation for package ‘dCovTS’ version 1.4

- DESCRIPTION file.

## 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