Package: IndGenErrors
Type: Package
Title: Tests of Independence Between Innovations of Generalized Error
        Models
Version: 0.1.6
Authors@R: c(person(c("Kilani"), "Ghoudi", role = c("aut", "ctb","cph"), email = "kghoudi@gmail.com"), person(c("Bouchra","R."), "Nasri", role = c("aut", "ctb","cph"), email = "bouchra.nasri@umontreal.ca"),
        person(c("Bruno","N"), "Remillard", role = c("aut", "cre","cph"), email = "bruno.remillard@hec.ca"),person(c("Pierre"), "Duchesne", role = c("aut", "ctb","cph"), email = "pierre.duchesne@umontreal.ca"))
Description: Computation of test statistics of independence between
        (continuous) innovations of time series. They can be used with
        stochastic volatility models and Hidden Markov Models (HMM).
        This improves the results in Duchesne, Ghoudi & Remillard
        (2012) <doi:10.1002/cjs.11141>.
Depends: R (>= 3.5.0), stats
Imports: ggplot2, MixedIndTests
License: GPL (>= 2)
Encoding: UTF-8
RoxygenNote: 7.3.2
NeedsCompilation: yes
Packaged: 2026-09-25 09:01:34 UTC; root
Author: Kilani Ghoudi [aut, ctb, cph], Bouchra R. Nasri [aut, ctb,
        cph], Bruno N Remillard [aut, cre, cph], Pierre Duchesne [aut,
        ctb, cph]
Maintainer: Bruno N Remillard <bruno.remillard@hec.ca>
Repository: https://cran.r-universe.dev
Date/Publication: 2025-01-31 14:30:04 UTC
RemoteUrl: https://github.com/cran/IndGenErrors
RemoteRef: HEAD
RemoteSha: a061e10b7764f12712cccfc05999fa37231abbd3
Built: R 4.6.0; wasm32-unknown-emscripten; 2026-09-25 09:04:12 UTC; unix
