Package: testcorr
Type: Package
Title: Testing Zero Correlation
Version: 0.1.2
Author: Violetta Dalla, Liudas Giraitis and Peter C. B. Phillips
Maintainer: Violetta Dalla <vidalla@econ.uoa.gr>
Description: Computes the test statistics for examining the significance of autocorrelation in univariate time series, cross-correlation in bivariate time series, Pearson correlations in multivariate series and test statistics for i.i.d. property of univariate series given in Dalla, Giraitis and Phillips (2019), <https://cowles.yale.edu/sites/default/files/files/pub/d21/d2194.pdf>.
License: GPL-3
Encoding: UTF-8
LazyData: true
Imports: stats, assertthat, ggplot2, scales, reshape2, forcats, knitr,
        methods
RoxygenNote: 7.0.2
Suggests: testthat
NeedsCompilation: no
Packaged: 2020-02-23 13:57:55 UTC; UserOne
Repository: CRAN
Date/Publication: 2020-02-29 13:40:03 UTC
