NonParRolCor: An R package for estimating rolling correlation for two regular time series
The R package NonParRolCor estimates rolling window correlations between two regular time series. The statistical significance estimated for the rolling correlation coefficients addresses effects due to multiple testing. This is done via Monte Carlo simulations by permuting one of the variables and...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2023-05-01
|
| Series: | SoftwareX |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2352711023000493 |