MortTempPart

Cardiovascular mortality data measured daily in Los Angeles
County over the 10 year period 1970-1979. Temperature series and pollutant
particulate series corresponding to mortality data are also given.

datasets

Computing and plotting the distance covariance and correlation function of a univariate or a multivariate time series. Both versions of biased and unbiased estimators of distance covariance and correlation are provided. Test statistics for testing pairwise independence are also implemented. Some data sets are also included. References include:
a) Edelmann Dominic, Fokianos Konstantinos and Pitsillou Maria (2019). 'An Updated Literature Review of Distance Correlation and Its Applications to Time Series'. International Statistical Review, 87(2): 237--262. <doi:10.1111/insr.12294>.
b) Fokianos Konstantinos and Pitsillou Maria (2018). 'Testing independence for multivariate time series via the auto-distance correlation matrix'. Biometrika, 105(2): 337--352. <doi:10.1093/biomet/asx082>.
c) Fokianos Konstantinos and Pitsillou Maria (2017). 'Consistent testing for pairwise dependence in time series'. Technometrics, 59(2): 262--270. <doi:10.1080/00401706.2016.1156024>.
d) Pitsillou Maria and Fokianos Konstantinos (2016). 'dCovTS: Distance Covariance/Correlation for Time Series'. R Journal, 8(2):324-340. <doi:10.32614/RJ-2016-049>.

Michail Tsagris

dCovTS

Distance Covariance and Correlation for Time Series Analysis

Maria Pitsillou

Konstantinos Fokianos

MortTempPart function

A data frame with 508 observations on the following 3 variables.<dl>
<dt><code>cmort</code></dt>
<dd>A numeric vector.</dd><dt><code>tempr</code></dt>
<dd>A numeric vector.</dd><dt><code>part</code></dt>
<dd>A numeric vector.</dd>
</dl>

Format

Cardiovascular mortality, temperature and pollution data in Los Angeles County — MortTempPart

A data frame with 508 observations on the following 3 variables.<dl>
<dt><code>cmort</code></dt>
<dd>A numeric vector.</dd>

<dt><code>tempr</code></dt>
<dd>A numeric vector.</dd>

<dt><code>part</code></dt>
<dd>A numeric vector.</dd>


</dl>

MortTempPart: Cardiovascular mortality, temperature and pollution data in Los Angeles County

Description

Usage

Arguments

Format

References

Examples