DESCRIPTION

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 (>= 2.10)
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