Nonlinear Dependence and Lead-Lag Analysis via Chatterjee's Xi
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Documentation for package ‘xiacf’ version 0.5.0
Help Pages
| autoplot.xi_acf | Plot method for xi_acf objects |
| autoplot.xi_ccf | Plot method for xi_ccf objects |
| autoplot.xi_matrix | Plot method for xi_matrix objects |
| compute_xi_acf_iaaft | Deprecated functions in xiacf |
| compute_xi_ccf_miaaft | Deprecated functions in xiacf |
| compute_xi_matrix_miaaft | Deprecated functions in xiacf |
| extract_xi_acf | Extract Individual Xi-ACF from a Multivariate Xi-Matrix |
| extract_xi_ccf | Extract Pairwise Xi-CCF from a Multivariate Xi-Matrix |
| generate_iaaft_surrogate | Deprecated functions in xiacf |
| generate_miaaft_surrogates | Deprecated functions in xiacf |
| generate_miaaft_surrogate_cpp | Deprecated functions in xiacf |
| print.xi_acf | Compute empirical Xi-ACF and its significance via IAAFT surrogates |
| print.xi_ccf | Directional Xi-CCF Test for Bivariate Time Series |
| print.xi_matrix | Print method for xi_matrix |
| run_rolling_xi_acf | Rolling Xi-ACF Analysis |
| run_rolling_xi_analysis | Deprecated functions in xiacf |
| run_rolling_xi_ccf | Rolling Directional Xi-CCF Analysis |
| surrogate_iaaft_cpp | Generate Multiple IAAFT Surrogates (Univariate) |
| surrogate_miaaft_cpp | Generate Multiple MIAAFT Surrogates (3D Array / Cube) |
| xiacf-deprecated | Deprecated functions in xiacf |
| xi_acf | Compute empirical Xi-ACF and its significance via IAAFT surrogates |
| xi_ccf | Directional Xi-CCF Test for Bivariate Time Series |
| xi_coefficient | Compute Chatterjee's Xi coefficient (Exported to R) |
| xi_matrix | Multivariate Xi-Correlogram Matrix |
| xi_test | Deprecated functions in xiacf |