SimIndep: WISE: a Weighted Similarity Aggregation Test for Serial
Independence
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) <doi:10.48550/arXiv.2509.05678>.
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