SimIndep: WISE: a Weighted Similarity Aggregation Test for Serial Independence
Qihua Zhu, Mingshuo Liu, Yuefeng Han, Doudou Zhou · 2025
A fast implementation of the weighted information similarity aggregation (WISE) test for detecting serial dependence, particularly suited for high-dimensional and non-Euclidean time series. Includes functions for constructing similarity matrices and conducting hypothesis testing. Users can use different similarity measures and define their own weighting schemes. For more details see Q Zhu, M Liu, Y Han, D Zhou (2025) .