Package: xiacf
Type: Package
Title: Nonlinear Dependence and Lead-Lag Analysis via Chatterjee's Xi
Version: 0.5.0
Authors@R: person(given = "Yasunori", family = "Watanabe", role = c("aut", "cre"), email = "watanabe.yasunori@outlook.com")
Maintainer: Yasunori Watanabe <watanabe.yasunori@outlook.com>
Description: Computes Chatterjee's non-parametric correlation coefficient for time series data. It extends the original metric to time series analysis by providing the Xi-Autocorrelation Function (Xi-ACF) and Xi-Cross-Correlation Function (Xi-CCF). The package allows users to test for non-linear dependence using Iterative Amplitude Adjusted Fourier Transform (IAAFT) surrogate data with strict Family-Wise Error Rate ('FWER') control via Max-statistic approaches. Methodologies are based on Chatterjee (2021) <doi:10.1080/01621459.2020.1758115> and surrogate data testing methods by Schreiber and Schmitz (1996) <doi:10.1103/PhysRevLett.77.635>.
License: MIT + file LICENSE
Encoding: UTF-8
Imports: dplyr (>= 1.1.4), doFuture, foreach, future, ggplot2 (>=
        4.0.1), patchwork, progressr, Rcpp (>= 1.1.0), stats
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 7.3.3
Suggests: testthat (>= 3.3.2)
Config/testthat/edition: 3
NeedsCompilation: yes
Packaged: 2026-05-16 23:52:20 UTC; yasunori
Author: Yasunori Watanabe [aut, cre]
Repository: CRAN
Date/Publication: 2026-05-17 04:10:02 UTC
Built: R 4.6.0; aarch64-apple-darwin23; 2026-05-17 06:45:40 UTC; unix
Archs: xiacf.so.dSYM
