NonParRolCor

cranv0.8.0

a Non-Parametric Statistical Significance Test for Rolling Window Correlation. Estimates and plots (as a single plot and as a heat map) the rolling window correlation coefficients between two time series and computes their statistical significance, which is carried out through a non-parametric computing-intensive method. This method addresses the effects due to the multiple te

License GPL (>= 2)0 versions1 maintainers6 deps77 weekly dl
https://CRAN.R-project.org/package=NonParRolCor
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0/25
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0/20
popularity
25/25
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9/15
maturity
2/15
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First published · 2022-10-30 22:20:40

Last updated · 2022-10-30T20:03:03+00:00

NonParRolCor — Health Score 36/100 | DepScope