R Observatory: Metrics for dCovTS version 1.5

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

dCovTS

1.5Package record

Distance Covariance and Correlation for Time Series Analysis

0packages depend

5.4Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Michail TsagrisCRAN 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. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

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). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

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

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.5

READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION

Description cites an R Journal article

Help pages: 13includes a package overview page
Examples that run: 67%8 run in a plain check · 4 hold no code
Exported functions with examples: 100%
Documented parameters: 95%
Return-value docs: 100%
Help pages citing references: 100%

How these are measured

Downloads

5.4K

CRAN downloads in the past year

Rank #6,540 · ~15/day · ~451/mo

Releases R versions

Daily download trend is not available in this view yet.

46930 days

1.3K90 days

5.4K1 year

Compare downloads with other packages →

Also on115 r2u6 autocran128 c2d4u

How downloads are counted

Dependencies

Declared dependencies

6 external dependencies (excludes base and recommended)

Installing dCovTS adds 13 packages (9 with compiled code, 19 MB of source tarballs). Heaviest: BH 14 MB, Rcpp 1.8 MB, RcppArmadillo 1.0 MB.

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.

How these are counted

Code & Tests

Datasets

People & History

People (3)

Michail Tsagris

Author, Maintainer since 1.2 (2021) · added in 1.2

Konstantinos Fokianos

Author

Maria Pitsillou

Author, Copyright holder

Previously maintained by Maria Pitsillou (1.0 to 1.1).

Releases (6)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
1.5Latest
record
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
record
2023-09-28 · diff ↗ ·
added 1 export
.onAttach
R
R 4.3.0 released · 2023-04-21
1.3
record
2022-06-28 · diff ↗
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
1.2
record
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
record
2016-09-21 · diff ↗
R
R 3.3.0 released · 2016-05-03

Show 2 earlier eventsHide 2 earlier events

1.0
record
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

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 package has no citation file, so citation() returns this entry built from DESCRIPTION.

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 v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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