Quantifying Nonlinear Dependence and Lead-Lag Dynamics via
Chatterjee's Xi
![[R logo]](../../../doc/html/Rlogo.svg)
![[Up]](../../../doc/html/left.jpg)
![[Top]](../../../doc/html/up.jpg)
Documentation for package ‘xiacf’ version 0.4.1
Help Pages
| autoplot.xi_acf | Plot Xi-ACF Comparison |
| autoplot.xi_ccf | Plot Directional Xi-CCF Comparison |
| autoplot.xi_matrix | Plot Multivariate Xi-Correlogram Matrix |
| compute_xi_acf_iaaft | Compute Xi-ACF for Multiple Lags (Core Engine) |
| compute_xi_ccf_miaaft | Compute MIAAFT-based Directional Xi-CCF |
| compute_xi_matrix_miaaft | Compute Pairwise Directional Xi-CCF for a Multivariate Matrix |
| extract_xi_acf | Extract Individual Xi-ACF from Xi-Matrix |
| extract_xi_ccf | Extract Individual Xi-CCF from Xi-Matrix |
| generate_miaaft_surrogate_cpp | Generate a Single MIAAFT Surrogate Matrix |
| print.xi_acf | Print method for xi_acf objects |
| print.xi_ccf | Print method for xi_ccf objects |
| print.xi_matrix | Print method for xi_matrix |
| run_rolling_xi_analysis | Rolling Xi-ACF Analysis |
| run_rolling_xi_ccf | Rolling Multivariate Xi-CCF Analysis |
| xi_acf | Xi-ACF Test for Time Series |
| xi_ccf | Directional Xi-CCF Test for Multivariate Time Series |
| xi_coefficient | Calculate Chatterjee's Rank Correlation Coefficient (Xi) |
| xi_matrix | Multivariate Xi-Correlogram Matrix |
| xi_test | Xi-ACF Test for Time Series |