Package: xiacf
Type: Package
Title: Quantifying Nonlinear Dependence and Lead-Lag Dynamics via
        Chatterjee's Xi
Version: 0.4.1
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.
    Main functions include xi_acf() and xi_ccf() for computation, along with
    matrix extraction tools. 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), latex2exp, 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: 2026-04-27 13:48:53 UTC; yasunori
Author: Yasunori Watanabe [aut, cre]
Repository: CRAN
Date/Publication: 2026-04-27 14:00:02 UTC
Built: R 4.6.0; aarch64-apple-darwin23; 2026-04-27 21:38:33 UTC; unix
Archs: xiacf.so.dSYM
