SimIndep: WISE: a Weighted Similarity Aggregation Test for Serial
Independence
A fast implementation of the weighted information similarity aggregation (WISE)
test for detecting serial dependence, particularly suited for high-dimensional and
non-Euclidean time series. Includes functions for constructing similarity matrices
and conducting hypothesis testing. Users can use different similarity
measures and define their own weighting schemes. For more details see Q Zhu, M Liu,
Y Han, D Zhou (2025) <doi:10.48550/arXiv.2509.05678>.
| Version: |
0.1.2 |
| Imports: |
FNN, stats |
| Suggests: |
MASS |
| Published: |
2025-10-15 |
| DOI: |
10.32614/CRAN.package.SimIndep (may not be active yet) |
| Author: |
Qihua Zhu [aut, cre],
Mingshuo Liu [aut],
Yuefeng Han [aut],
Doudou Zhou [aut] |
| Maintainer: |
Qihua Zhu <zhuqihua at u.nus.edu> |
| License: |
GPL-3 |
| NeedsCompilation: |
no |
| CRAN checks: |
SimIndep results |
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