Tests of Independence Between Innovations of Generalized Error Models R package IndGenErrors version 0.1.6 Computation of test statistics of independence between (continuous) innovations of time series. They can be used with stochastic volatility models and Hidden Markov Models (HMM). This improves the results in Duchesne, Ghoudi & Remillard (2012) <doi:10.1002/cjs.11141>. Software Depends: R (>= 3.5.0), stats Imports: ggplot2, MixedIndTests Bruno N Remillard <bruno.remillard@hec.ca> Comprehensive R Archive Network (CRAN) Kilani Ghoudi [aut, ctb, cph], Bouchra R. Nasri [aut, ctb, cph], Bruno N Remillard [aut, cre, cph], Pierre Duchesne [aut, ctb, cph] GPL (>= 2) 2025-01-31 application/tgz https://CRAN.R-project.org/package=IndGenErrors doi:10.32614/CRAN.package.IndGenErrors