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-4.7)vrtest_1.2.zip(r-4.6)vrtest_1.2.zip(r-4.5)
vrtest_1.2.tgz(r-4.6-any)vrtest_1.2.tgz(r-4.5-any)
vrtest_1.2.tar.gz(r-4.7-any)vrtest_1.2.tar.gz(r-4.6-any)
vrtest_1.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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 from:0044385468. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 135 | ||
| source / vignettes | OK | 115 | ||
| linux-release-x86_64 | OK | 98 | ||
| macos-release-arm64 | OK | 147 | ||
| macos-oldrel-arm64 | OK | 154 | ||
| windows-devel | OK | 81 | ||
| windows-release | OK | 71 | ||
| windows-oldrel | OK | 100 | ||
| wasm-release | OK | 85 |
Exports:Adjust.thinAuto.QAuto.VRAutoBoot.testAve.ExBoot.testChen.DeoChow.DenningDL.testGen.Spec.TestJoint.WrightJWright.critLo.MacPanel.VRSpec.shapeSubsample.testVR.minus.1VR.plotWaldWrightWright.crit
Dependencies:
