R Observatory: Metrics for dCovTS version 1.5

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

dCovTS

1.5

Distance Covariance and Correlation for Time Series Analysis

0packages depend

5.1Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Michail TsagrisFirst published 2016-03-096 releasesCRAN page ↗

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.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("dCovTS", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-dcovts

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-dCovTS

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-dCovTS

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 1.2 min · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

91%

Documentation · exports

7

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 67%
Documented parameters: 95%
Return-value docs: 100%
References docs: 100%

Downloads

5.1K

CRAN downloads in the past year

Rank #6,295 · ~14/day · ~422/mo

Releases R versions

Daily download trend is not available in this view yet.

29930 days

1.3K90 days

5.1K1 year

Compare downloads with other packages →

Also on142 r2u31 autocran63 c2d4u

Dependencies

Declared dependencies

6 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.0

Imports (7)

dcov doParallel foreachparallelrangen Rfast Rfast2

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (3)

Maintainer (1)

Michail Tsagris

Author, Maintainer · added in 1.2

Authors (3)

Michail Tsagris

Author, Maintainer · added in 1.2

Konstantinos Fokianos

Author

Maria Pitsillou

Author, Copyright holder

Copyright holders (1)

Maria Pitsillou

Author, Copyright holder

Package Timeline

6 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
1.5Latest
2026-03-27 · current release · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
1.4
2023-09-28 · diff ↗
R
R 4.3.0 released · 2023-04-21
1.3
2022-06-28 · diff ↗
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
1.2
2021-05-13 · diff ↗
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
R
R 3.4.0 released · 2017-04-21
1.1
2016-09-21 · diff ↗
R
R 3.3.0 released · 2016-05-03

Show 2 earlier events

1.0
2016-03-09
R
R 3.2.0 released · 2015-04-16

Package metadata

First published: 2016-03-09
Total releases: 6 / 10 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 4.0
Bundled data: 21 KB / 2 files
Download size: 50 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Time Series Analysis

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("dCovTS")

Format

Tsagris, M., Fokianos, K., & Pitsillou, M. (2026). dCovTS: Distance Covariance and Correlation for Time Series Analysis (Version 1.5) [Computer software]. https://doi.org/10.32614/CRAN.package.dCovTS

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for dCovTS version 1.5 [Data set]. HJJB, LLC. Data release v2026-08-26. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-26, which the citation names so these numbers can be found later. More on citing and the projects behind them.

Report a problem with this page →