vrtest: Variance Ratio tests and other tests for Martingale Difference Hypothesis

A collection of statistical tests for martingale difference hypothesis

Package details

AuthorJae H. Kim
MaintainerJae H. Kim <[email protected]>
LicenseGPL-2
Version0.97
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("vrtest")

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vrtest documentation built on May 1, 2019, 6:30 p.m.