Package: vrtest 1.2
vrtest: Variance Ratio Tests and Other Tests for Martingale Difference Hypothesis
A collection of statistical tests for martingale difference hypothesis, including automatic portmanteau test (Escansiano and Lobato, 2009) <doi:10.1016/j.jeconom.2009.03.001> and automatic variance ratio test (Kim, 2009) <doi:10.1016/j.frl.2009.04.003>.
Authors:
vrtest_1.2.tar.gz
vrtest_1.2.zip(r-4.5)vrtest_1.2.zip(r-4.4)vrtest_1.2.zip(r-4.3)
vrtest_1.2.tgz(r-4.4-any)vrtest_1.2.tgz(r-4.3-any)
vrtest_1.2.tar.gz(r-4.5-noble)vrtest_1.2.tar.gz(r-4.4-noble)
vrtest_1.2.tgz(r-4.4-emscripten)vrtest_1.2.tgz(r-4.3-emscripten)
vrtest.pdf |vrtest.html✨
vrtest/json (API)
| # Install 'vrtest' in R: |
| install.packages('vrtest', repos = c('https://jh8080.r-universe.dev', 'https://cloud.r-project.org')) |
- exrates - Wright's Exchange Rates Data
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 1 years agofrom:0044385468. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 31 2024 |
| R-4.5-win | OK | Oct 31 2024 |
| R-4.5-linux | OK | Oct 31 2024 |
| R-4.4-win | OK | Oct 31 2024 |
| R-4.4-mac | OK | Oct 31 2024 |
| R-4.3-win | OK | Oct 31 2024 |
| R-4.3-mac | OK | Oct 31 2024 |
Exports:Adjust.thinAuto.QAuto.VRAutoBoot.testAve.ExBoot.testChen.DeoChow.DenningDL.testGen.Spec.TestJoint.WrightJWright.critLo.MacPanel.VRSpec.shapeSubsample.testVR.minus.1VR.plotWaldWrightWright.crit
Dependencies:
