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To cite the 'xiacf' package in publications, please use:

Watanabe Y (2026). xiacf: Nonlinear Dependence and Lead-Lag Analysis via Chatterjee's Xi. doi:10.5281/zenodo.19247735. R package version 0.6.2, https://github.com/yetanothersu/xiacf.

For the theoretical background and methodology, please also cite:

Watanabe Y (2026). “Differential diagnosis of nonlinearity: Integrating the BDS omnibus test with chatterjee’s xi for local structural identification.” doi:10.2139/ssrn.6829431. SSRN Preprint, https://ssrn.com/abstract=6829431.

To cite the 'xiacf' package in publications, please use:

Watanabe Y (2026). xiacf: Nonlinear Dependence and Lead-Lag Analysis via Chatterjee's Xi. doi:10.5281/zenodo.19247735. R package version 0.6.2, https://github.com/yetanothersu/xiacf.

For the theoretical background and methodology, please also cite:

Watanabe Y (2026). “Differential diagnosis of nonlinearity: Integrating the BDS omnibus test with chatterjee’s xi for local structural identification.” doi:10.2139/ssrn.6829431. SSRN Preprint, https://ssrn.com/abstract=6829431.

Corresponding BibTeX entries: 

  @Manual{,
    title = {xiacf: Nonlinear Dependence and Lead-Lag Analysis via
      Chatterjee's Xi},
    author = {Yasunori Watanabe},
    year = {2026},
    note = {R package version 0.6.2},
    url = {https://github.com/yetanothersu/xiacf},
    doi = {10.5281/zenodo.19247735},
  }

  @Unpublished{,
    title = {Differential diagnosis of nonlinearity: Integrating the
      BDS omnibus test with chatterjee’s xi for local structural
      identification},
    author = {Yasunori Watanabe},
    year = {2026},
    note = {SSRN Preprint},
    url = {https://ssrn.com/abstract=6829431},
    doi = {10.2139/ssrn.6829431},
  }

  @Manual{,
    title = {xiacf: Nonlinear Dependence and Lead-Lag Analysis via
      Chatterjee's Xi},
    author = {Yasunori Watanabe},
    year = {2026},
    note = {R package version 0.6.2},
    url = {https://github.com/yetanothersu/xiacf},
    doi = {10.5281/zenodo.19247735},
  }

  @Unpublished{,
    title = {Differential diagnosis of nonlinearity: Integrating the
      BDS omnibus test with chatterjee’s xi for local structural
      identification},
    author = {Yasunori Watanabe},
    year = {2026},
    note = {SSRN Preprint},
    url = {https://ssrn.com/abstract=6829431},
    doi = {10.2139/ssrn.6829431},
  }

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.