A Robust Integrated Variance Correlation


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Documentation for package ‘IVCor’ version 0.1.0

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IVC Integrated Variance Correlation
IVCCA Integrated Variance Correlation with Discrete Response Variable
IVCCAT Integrated Variance Correlation Based Hypothesis Test for Discrete Response
IVCCA_crit Critical Values for Integrated Variance Correlation Based Hypothesis Test with Discrete Response
IVCLLQ Integrated Variance Correlation with Local Linear Estimation
IVCT Integrated Variance Correlation Based Hypothesis Test
IVCTLLQ Integrated Variance Correlation Based Hypothesis Test with Local Linear Estimation
IVCT_Interval Integrated Variance Correlation Based Interval Independence Hypothesis Test
IVC_crit Critical Values for Integrated Variance Correlation Based Hypothesis Test
IVC_Interval Integrated Variance Correlation for Interval Independence