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dynCorr

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.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.