To cite package ‘newIMVC’ in publications use:

Xiong W, Pan H, Cui H (2024). newIMVC: A Robust Integrated Mean Variance Correlation. R package version 0.1.0, https://github.com/scottpanhan/newimvc.

Corresponding BibTeX entry:

  @Manual{,
    title = {newIMVC: A Robust Integrated Mean Variance Correlation},
    author = {Wei Xiong and Han Pan and Hengjian Cui},
    year = {2024},
    note = {R package version 0.1.0},
    url = {https://github.com/scottpanhan/newimvc},
  }