Distance Covariance and Correlation for Time Series Analysis

Documentation for package ‘dCovTS’ version 1.3

dCovTS-package	Distance Covariance and Correlation Theory for Time Series
ADCF	Auto-Distance Correlation Function
ADCFplot	Auto-distance correlation plot
ADCV	Auto-distance Covariance Function
dCovTS	Distance Covariance and Correlation Theory for Time Series
ibmSp500	Monthly returns of IBM and S&P 500 composite index
kernelFun	Several kernel functions
mADCF	Auto-Distance Correlation Matrix
mADCFplot	Distance cross-correlation plot
mADCFtest	Distance Correlation test of independence in multivariate time series
mADCV	Auto-Distance Covariance Matrix
mADCVtest	Distance covariance test of independence in multivariate time series
MortTempPart	Cardiovascular mortality, temperature and pollution data in Los Angeles County
UnivTest	Testing for independence in univariate time series