• copula

  • Referenced in 178 articles [sw14499]
  • dependence measures, perspective and contour plots. Fitting copula models including variance estimates. Independence and serial...
  • PearsonT

  • Referenced in 10 articles [sw13504]
  • coefficient with bootstrap confidence interval from serially dependent time series...
  • npcp

  • Referenced in 10 articles [sw14395]
  • nonparametric tests for assessing whether possibly serially dependent univariate or multivariate observations have the same...
  • texmex

  • Referenced in 10 articles [sw12325]
  • return level estimates is provided. For serially dependent sequences, the intervals declustering algorithm of Ferro...
  • SDD

  • Referenced in 5 articles [sw14540]
  • Serial Dependence Diagrams. Allows for computing (and by default plotting) different types of serial dependence...
  • glarma

  • Referenced in 7 articles [sw23274]
  • observation driven component allow testing for serial dependence in generalized linear model settings. Graphical diagnostics...
  • quantspec

  • Referenced in 5 articles [sw14419]
  • time series is presented. Measures for serial dependence based on copulas or joint distributions ... measures allow for separation of marginal from serial aspects of a time series and completely...
  • Copula.Markov

  • Referenced in 3 articles [sw21488]
  • copula-based time series models. Modeling serial dependence in time series is an important step ... time series under a copula-based serial dependence. First, we introduce routines that generate time...
  • bild

  • Referenced in 4 articles [sw24688]
  • binary longitudinal data, allowing for serial dependence among observations from a given individual...
  • randtoolbox

  • Referenced in 19 articles [sw07969]
  • test, the serial test, the poker test... The package depends on rngWELL package...
  • Copula.Markov.survival

  • Referenced in 3 articles [sw40998]
  • package Copula.Markov.survival: Copula Markov Model with Dependent Censoring. Perform likelihood estimation and corresponding analysis under ... copula-based Markov chain model for serially dependent event times with a dependent terminal event...
  • spongent

  • Referenced in 22 articles [sw08445]
  • highly technology dependent. spongent offers a lot of flexibility in terms of serialization degree...
  • cold

  • Referenced in 2 articles [sw33868]
  • longitudinal count data, allowing for serial dependence among observations from a given individual...
  • tseriesEntropy

  • Referenced in 1 article [sw26028]
  • Time Series. Implements an Entropy measure of dependence based on the Bhattacharya-Hellinger-Matusita distance ... series. The package includes tests for serial dependence and nonlinearity based on it. Some routines...
  • Brain Derived Vision

  • Referenced in 1 article [sw39343]
  • exhibit limited speedup due to the serial dependencies of existing algorithms. Analysis of intrinsically parallel...
  • QuantGAN

  • Referenced in 5 articles [sw42448]
  • agreement and dependence properties such as volatility clusters, leverage effects, and serial autocorrelations...
  • Compadre

  • Referenced in 4 articles [sw36690]
  • serial) based framework for PDE solution or remap, with minimal dependencies (Kokkos and KokkosKernels, either...
  • FGMRES

  • Referenced in 19 articles [sw04415]
  • single and double precision arithmetics suitable for serial, shared-memory, and distributed-memory computers ... residual at restart is possible depending on the actual cost of the matrix-vector product...
  • RMol

  • Referenced in 2 articles [sw33262]
  • storing R objects in bz-compressed serialized files instead of employing RData files. Conclusions ... design, RMol is a R toolset without dependencies to other libraries or programming languages ... useful to integrate into pipelines for serialized batch analysis by using network data and, therefore...
  • GMRES

  • Referenced in 16 articles [sw00365]
  • single and double precision arithmetics suitable for serial, shared memory and distributed memory computers ... residual at restart are possible depending on the actual cost of the matrix-vector product...