WISE: a Weighted Similarity Aggregation Test for Serial
Independence
Description
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) .