Package: timevarcorr
Title: Time Varying Correlation
Version: 0.1.1.9000
Authors@R: 
    c(person("Alexandre", "Courtiol", email = "alexandre.courtiol@gmail.com", role = c("aut", "cre", "cph"), comment = c(ORCID = "0000-0003-0637-2959")),
      person("François", "Rousset", role = "aut", comment = c(ORCID = "0000-0003-4670-0371")))
Description: Computes how the correlation between 2 time-series changes
        over time. To do so, the package follows the method from Choi &
        Shin (2021) <doi:10.1007/s42952-020-00073-6>. It performs a
        non-parametric kernel smoothing (using a common bandwidth) of
        all underlying components required for the computation of a
        correlation coefficient (i.e., x, y, x^2, y^2, xy). An
        automatic selection procedure for the bandwidth parameter is
        implemented. Alternative kernels can be used (Epanechnikov, box
        and normal). Both Pearson and Spearman correlation coefficients
        can be estimated and change in correlation over time can be
        tested.
License: MIT + file LICENSE
Encoding: UTF-8
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.2.3
Depends: R (>= 4.1.0)
Imports: lpridge
LazyData: true
Suggests: dplyr, ggplot2, spelling, testthat (>= 3.0.0)
Language: en-US
URL: https://courtiol.github.io/timevarcorr/,
        https://github.com/courtiol/timevarcorr
BugReports: https://github.com/courtiol/timevarcorr/issues
Config/testthat/edition: 3
Repository: https://courtiol.r-universe.dev
Date/Publication: 2023-11-07 20:02:24 UTC
RemoteUrl: https://github.com/courtiol/timevarcorr
RemoteRef: HEAD
RemoteSha: 074663dbd83ddeb873480dd266bce51989712ae7
NeedsCompilation: no
Packaged: 2026-06-20 08:23:29 UTC; root
Author: Alexandre Courtiol [aut, cre, cph] (ORCID:
    <https://orcid.org/0000-0003-0637-2959>),
  François Rousset [aut] (ORCID: <https://orcid.org/0000-0003-4670-0371>)
Maintainer: Alexandre Courtiol <alexandre.courtiol@gmail.com>