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) .


Reference manual

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install.packages("SimIndep")

0.1.2 by Qihua Zhu, a year ago


Browse source code at https://github.com/cran/SimIndep


Authors: Qihua Zhu [aut, cre] , Mingshuo Liu [aut] , Yuefeng Han [aut] , Doudou Zhou [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports FNN, stats

Suggests MASS


See at CRAN