| Name : R-timevarcorr
| |
| Version : 0.1.1
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.4
| Date : 2024-06-14 11:32:24
|
| Group : Development/Libraries/Other
| Source RPM : R-timevarcorr-0.1.1-lp153.1.4.src.rpm
|
| Size : 0.37 MB
| |
| Packager : (none)
| |
| Summary : Time Varying Correlation
|
Description :
Computes how the correlation between 2 time-series changes over time.
To do so, the package follows the method from Choi & Shin (2021)
< doi:10.1007/s42952-020-00073-6>. It performs a non-parametric kernel
smoothing (using a common bandwidth) of all underlying components
required for the computation of a correlation coefficient (i.e., x, y,
x^2, y^2, xy). An automatic selection procedure for the bandwidth
parameter is implemented. Alternative kernels can be used
(Epanechnikov, box and normal). Both Pearson and Spearman correlation
coefficients can be estimated and change in correlation over time can
be tested.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
