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Computation of test statistics of independence between (continuous) innovations of time series. They Can be used with stochastic volatility models and Hidden Markov Models (HMM). This improves the results in Duchesne, Ghoudi & Remillard (2012) <doi:10.1002/cjs.11141>.
| Version: | 0.1.4 |
| Depends: | R (≥ 3.5.0), stats |
| Imports: | ggplot2 |
| Published: | 2023-06-30 |
| Author: | Kilani ghoudi [aut, ctb, cph], Bouchra R. Nasri [aut, ctb, cph], Bruno N Remillard [aut, cre, cph], Pierre Duchesne [aut, ctb, cph] |
| Maintainer: | Bruno N Remillard <bruno.remillard at hec.ca> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| CRAN checks: | IndGenErrors results |
| Reference manual: | IndGenErrors.pdf |
| Package source: | IndGenErrors_0.1.4.tar.gz |
| Windows binaries: | r-devel: IndGenErrors_0.1.4.zip, r-release: IndGenErrors_0.1.4.zip, r-oldrel: IndGenErrors_0.1.4.zip |
| macOS binaries: | r-release (arm64): IndGenErrors_0.1.4.tgz, r-oldrel (arm64): IndGenErrors_0.1.4.tgz, r-release (x86_64): IndGenErrors_0.1.4.tgz, r-oldrel (x86_64): IndGenErrors_0.1.4.tgz |
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