Dynamic Correlation Package

Computes dynamical correlation estimates and percentile bootstrap confidence intervals for pairs of longitudinal responses, including consideration of lags and derivatives.


The goal of dynCorr package is to compute dynamical correlation estimates and percentile bootstrap confidence intervals for pairs of longitudinal responses, including consideration of lags and derivatives.

Details of the methodology for dynamical correlation can be found in Dubin and Müller (2005).

Functions

Dynamic Correlation (dynamicCorrelation): Computes dynamical correlation estimates for pairs of longitudinal responses, including consideration of lags and derivatives, following a local polynomial regression smoothing step.

Bootstrap Confidence Interval (bootstrapCI): Computes percentile bootstrap (BS) confidence intervals for dynamical correlation for pairs of longitudinal responses, including consideration of lags and derivatives, following a local polynomial regression smoothing step.

News

dynCorr 1.1.0

  • Expanded functionality to incorporate dynamic correlation estimation for datasets with non-integer valued indep variable.
  • A column is added to return value of bootstrapCI to give direct visual comparison of cor estimation and confidence interval estimation.
  • Table data.summary is added to return values of both bootstrapCI and dynamicCorrelation to summarize heterogeneity of dataset. Three columns included in this table are: sample.size (number of observations used in the calculation), min.max.time (max common observation time), max.max.time (max individual observation time in the sample).
  • Three new variables are introduced to both dynamicCorrelation and bootstrapCI: points.length, points.by, and min.obs. See help page for more detail.

dynCorr 1.0.0

  • Added a NEWS.md file to track changes to the package.
  • Reformated code, and removed unnecessary code (e.g., usage of attach and detach), to adhere to modern practice/standards.
  • Fixed a bug in dynamicCorrelation (was applicable only to input with byOrder specified, lag < 0, and by.deriv.only = FALSE).
  • Fixed a typo regarding parentheses usage in bootstrapCI.

Reference manual

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install.packages("dynCorr")

1.1.0 by Joel Dubin, a year ago


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


Authors: Joel Dubin [aut, cre] , Mike Li [aut] , Dandi Qiao [aut] , Hans-Georg Müller [aut]


Documentation:   PDF Manual  


GPL-2 license


Depends on lpridge, stats

Suggests knitr, rmarkdown


See at CRAN