Package: testcorr
Type: Package
Title: Testing Zero Correlation
Version: 0.4.0
Authors@R: c(
    person("Violetta", "Dalla", email = "vidalla@econ.uoa.gr", role = c("aut", "cre")), 
    person("Liudas", "Giraitis", role = "aut"), 
    person("Peter C. B.", "Phillips", role = "aut")
  )
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 (2022), <https://www.cambridge.org/core/journals/econometric-theory/article/abs/robust-tests-for-white-noise-and-crosscorrelation/4D77C12C52433F4C6735E584C779403A>, <https://elischolar.library.yale.edu/cowles-discussion-paper-series/57/>.
License: GPL-3
Encoding: UTF-8
Imports: stats, ggplot2, scales, reshape2, forcats, knitr, methods,
        xts, zoo
Suggests: testthat, rmarkdown
VignetteBuilder: knitr
RoxygenNote: 7.3.3
NeedsCompilation: no
Packaged: 2026-04-20 12:30:58 UTC; drvio
Author: Violetta Dalla [aut, cre],
  Liudas Giraitis [aut],
  Peter C. B. Phillips [aut]
Maintainer: Violetta Dalla <vidalla@econ.uoa.gr>
Repository: CRAN
Date/Publication: 2026-04-20 13:20:02 UTC
Built: R 4.6.0; ; 2026-04-29 08:45:10 UTC; unix
