Description
Computes how the correlation between 2 time-series changes over time. To do so, the package follows the method from Choi & Shin (2021) <doi:10.1007/s42952-020-00073-6>. It performs a non-parametric kernel smoothing (using a common bandwidth) of all underlying components required for the computation of a correlation coefficient (i.e., x, y, x^2, y^2, xy). An automatic selection procedure for the bandwidth parameter is implemented. Alternative kernels can be used (Epanechnikov, box and normal). Both Pearson and Spearman correlation coefficients can be estimated and change in correlation over time can be tested.
Downloads
169
Last 30 days
19768th
169
Last 90 days
169
Last year
CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | NOTE |
| r-devel-linux-x86_64-fedora-gcc | NOTE |
| r-devel-macos-arm64 | NOTE |
| r-devel-windows-x86_64 | NOTE |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | NOTE |
| r-release-linux-x86_64 | NOTE |
| r-release-macos-arm64 | NOTE |
| r-release-macos-x86_64 | NOTE |
| r-release-windows-x86_64 | NOTE |
Check details (14 non-OK)
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘tcor.Rd’
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘tcor.Rd’
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘tcor.Rd’
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘tcor.Rd’
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘tcor.Rd’
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
'tcor.Rd'
*
*
*
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘tcor.Rd’
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘tcor.Rd’
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘tcor.Rd’
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘tcor.Rd’
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
'tcor.Rd'
Check History
NOTE 3 OK · 11 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘tcor.Rd’
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘tcor.Rd’
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘tcor.Rd’
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘tcor.Rd’
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘tcor.Rd’
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
'tcor.Rd'
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘tcor.Rd’
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘tcor.Rd’
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘tcor.Rd’
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
‘tcor.Rd’
DESCRIPTION meta-information
Missing dependency on R >= 4.1.0 because package code uses the pipe
|> or function shorthand \(...) syntax added in R 4.1.0.
File(s) using such syntax:
'tcor.Rd'