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Computes Chatterjee's non-parametric correlation coefficient for time series data. It extends the original metric to time series analysis by providing the Xi-Autocorrelation Function (Xi-ACF) and Xi-Cross-Correlation Function (Xi-CCF). The package allows users to test for non-linear dependence using Iterative Amplitude Adjusted Fourier Transform (IAAFT) surrogate data. Main functions include xi_acf() and xi_ccf() for computation, along with matrix extraction tools. Methodologies are based on Chatterjee (2021) <doi:10.1080/01621459.2020.1758115> and surrogate data testing methods by Schreiber and Schmitz (1996) <doi:10.1103/PhysRevLett.77.635>.
| Version: | 0.4.0 |
| Imports: | dplyr (≥ 1.1.4), doFuture, foreach, future, ggplot2 (≥ 4.0.1), latex2exp, progressr, Rcpp (≥ 1.1.0), stats |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | testthat (≥ 3.3.2) |
| Published: | 2026-04-16 |
| DOI: | 10.32614/CRAN.package.xiacf (may not be active yet) |
| Author: | Yasunori Watanabe [aut, cre] |
| Maintainer: | Yasunori Watanabe <watanabe.yasunori at outlook.com> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | yes |
| Citation: | xiacf citation info |
| Materials: | README, NEWS |
| CRAN checks: | xiacf results |
| Reference manual: | xiacf.html , xiacf.pdf |
| Package source: | xiacf_0.4.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available |
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