IndGenErrors
Tests of Independence Between Innovations of Generalized Error Models
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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.6 |
rolling linux/jammy R-4.5 | IndGenErrors_0.1.6.tar.gz |
119.4 KiB |
0.1.6 |
rolling linux/noble R-4.5 | IndGenErrors_0.1.6.tar.gz |
102.0 KiB |
0.1.6 |
rolling source/ R- | IndGenErrors_0.1.6.tar.gz |
51.0 KiB |
0.1.6 |
latest source/ R- | IndGenErrors_0.1.6.tar.gz |
51.0 KiB |
0.1.6 |
latest linux/jammy R-4.5 | IndGenErrors_0.1.6.tar.gz |
119.4 KiB |
0.1.6 |
latest linux/noble R-4.5 | IndGenErrors_0.1.6.tar.gz |
102.0 KiB |
0.1.6 |
2026-04-26 source/ R- | IndGenErrors_0.1.6.tar.gz |
51.0 KiB |
0.1.6 |
2026-04-23 source/ R- | IndGenErrors_0.1.6.tar.gz |
51.0 KiB |
0.1.6 |
2026-04-09 windows/windows R-4.5 | IndGenErrors_0.1.6.zip |
109.5 KiB |
0.1.6 |
2025-04-20 source/ R- | IndGenErrors_0.1.6.tar.gz |
51.0 KiB |