# --------------------------------------------
# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
# --------------------------------------------
 
cff-version: 1.2.0
message: 'To cite package "xiacf" in publications use:'
type: software
license: MIT
title: 'xiacf: Nonlinear Dependence and Lead-Lag Analysis via Chatterjee''s Xi'
version: 0.6.5
doi: 10.5281/zenodo.19247735
identifiers:
- type: doi
  value: 10.32614/CRAN.package.xiacf
abstract: Computes Chatterjee's non-parametric correlation coefficient for time series
  data. It extends the original metric to time series analysis by providing the univariate
  Xi-Autocorrelation Function (Xi-ACF), directional Xi-Cross-Correlation Function
  (Xi-CCF), and multivariate network evaluation matrices. The package allows users
  to test for non-linear dependence using Iterative Amplitude Adjusted Fourier Transform
  (IAAFT) and Multivariate IAAFT (MIAAFT) surrogate data with strict Family-Wise Error
  Rate ('FWER') control via Max-statistic approaches. Methodologies are based on Chatterjee
  (2021) <https://doi.org/10.1080/01621459.2020.1758115>, surrogate data testing methods
  by Schreiber and Schmitz (1996) <https://doi.org/10.1103/PhysRevLett.77.635>, and
  local structural identification by Watanabe (2026) <https://doi.org/10.2139/ssrn.6829431>.
authors:
- family-names: Watanabe
  given-names: Yasunori
  email: watanabe.yasunori@outlook.com
preferred-citation:
  type: manual
  title: 'xiacf: Nonlinear Dependence and Lead-Lag Analysis via Chatterjee''s Xi'
  authors:
  - family-names: Watanabe
    given-names: Yasunori
    email: watanabe.yasunori@outlook.com
  year: '2026'
  notes: R package version 0.6.5
  url: https://github.com/yetanothersu/xiacf
  doi: 10.5281/zenodo.19247735
repository: https://yetanothersu.r-universe.dev
commit: 4688f20d0d2c25e3cf45c0b87d976a084a8407a2
date-released: '2026-06-04'
contact:
- family-names: Watanabe
  given-names: Yasunori
  email: watanabe.yasunori@outlook.com
references:
- type: unpublished
  title: 'Differential diagnosis of nonlinearity: Integrating the BDS omnibus test
    with chatterjee’s xi for local structural identification'
  authors:
  - family-names: Watanabe
    given-names: Yasunori
  year: '2026'
  notes: SSRN Preprint
  url: https://ssrn.com/abstract=6829431
  doi: 10.2139/ssrn.6829431