R: Time Varying Correlation

# Time Varying Correlation

## Documentation for package ‘timevarcorr’ version 0.1.1

- DESCRIPTION file.
- Package NEWS.

## Help Pages

.onAttach | Display welcome message
calc_D | Internal functions for the computation of confidence intervals
calc_e | Internal functions for the computation of confidence intervals
calc_Gamma | Internal functions for the computation of confidence intervals
calc_GammaINF | Internal functions for the computation of confidence intervals
calc_H | Internal functions for the computation of confidence intervals
calc_L_And | Internal functions for the computation of confidence intervals
calc_rho | Compute time varying correlation coefficients
calc_RMSE | Compute time varying correlation coefficients
calc_SE | Internal functions for the computation of confidence intervals
CI | Internal functions for the computation of confidence intervals
in_pkgdown | Determine if the package is being used by pkgdown
kern_smooth | Smoothing by kernel regression
select_h | Compute time varying correlation coefficients
stockprice | Daily Closing Prices of Major European Stock Indices, April 2000-December 2017
tcor | Compute time varying correlation coefficients
test_equality | Compute equality test between correlation coefficient estimates at two time points
test_ref | Test difference between correlation coefficient estimates and a value of reference