RolWinMulCor

swMATH45046CRANRolWinMulCorMaRDI QIDQ1333981

Subroutines to Estimate Rolling Window Multiple Correlation

Josué M. Polanco-Martínez

Last update: 14 April 2021

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.2.0

Source code repository: https://github.com/cran/RolWinMulCor

Cites work

• Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods
• RolWinMulCor: An R package for estimating rolling window multiple correlation in ecological time series