Package: IndGenErrors
Type: Package
Title: Tests of Independence Between Innovations of Generalized Error
        Models
Version: 0.1.6
Authors@R: c(person(c("Kilani"), "Ghoudi", role = c("aut", "ctb","cph"), email = "kghoudi@gmail.com"), person(c("Bouchra","R."), "Nasri", role = c("aut", "ctb","cph"), email = "bouchra.nasri@umontreal.ca"),
        person(c("Bruno","N"), "Remillard", role = c("aut", "cre","cph"), email = "bruno.remillard@hec.ca"),person(c("Pierre"), "Duchesne", role = c("aut", "ctb","cph"), email = "pierre.duchesne@umontreal.ca"))
Description: Computation of test statistics of independence between  (continuous) innovations of time series. They can be used with stochastic volatility models and Hidden Markov Models (HMM). This improves the results in Duchesne, Ghoudi & Remillard (2012) <doi:10.1002/cjs.11141>.
Depends: R (>= 3.5.0), stats
Imports: ggplot2, MixedIndTests
License: GPL (>= 2)
Encoding: UTF-8
RoxygenNote: 7.3.2
NeedsCompilation: yes
Packaged: 2025-01-31 14:09:07 UTC; 49009427
Author: Kilani Ghoudi [aut, ctb, cph],
  Bouchra R. Nasri [aut, ctb, cph],
  Bruno N Remillard [aut, cre, cph],
  Pierre Duchesne [aut, ctb, cph]
Maintainer: Bruno N Remillard <bruno.remillard@hec.ca>
Repository: CRAN
Date/Publication: 2025-01-31 14:30:04 UTC
Built: R 4.6.0; aarch64-apple-darwin23; 2026-04-26 13:34:06 UTC; unix
Archs: IndGenErrors.so.dSYM
