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

Documentation:

Reference manual: SimIndep.html , SimIndep.pdf

Downloads:

Package source: SimIndep_0.1.2.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

Please use the canonical form https://CRAN.R-project.org/package=SimIndep to link to this page.