Time Varying Correlation

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Documentation for package ‘timevarcorr’ version 0.1.1

• DESCRIPTION file.
• Package NEWS.

Help Pages

.onAttach	Display welcome message
calc_D	Internal functions for the computation of confidence intervals
calc_e	Internal functions for the computation of confidence intervals
calc_Gamma	Internal functions for the computation of confidence intervals
calc_GammaINF	Internal functions for the computation of confidence intervals
calc_H	Internal functions for the computation of confidence intervals
calc_L_And	Internal functions for the computation of confidence intervals
calc_rho	Compute time varying correlation coefficients
calc_RMSE	Compute time varying correlation coefficients
calc_SE	Internal functions for the computation of confidence intervals
CI	Internal functions for the computation of confidence intervals
in_pkgdown	Determine if the package is being used by pkgdown
kern_smooth	Smoothing by kernel regression
select_h	Compute time varying correlation coefficients
stockprice	Daily Closing Prices of Major European Stock Indices, April 2000-December 2017
tcor	Compute time varying correlation coefficients
test_equality	Compute equality test between correlation coefficient estimates at two time points
test_ref	Test difference between correlation coefficient estimates and a value of reference