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

A collection of statistical tests for martingale difference hypothesis

AuthorJae H. Kim
Date of publication2014-08-10 13:36:11
MaintainerJae H. Kim <J.Kim@latrobe.edu.au>
LicenseGPL-2
Version0.97

View on CRAN

Functions

Adjust.thin Man page
AutoBoot.test Man page
Auto.Q Man page
Auto.VR Man page
Ave.Ex Man page
Boot.test Man page
Chen.Deo Man page
Chow.Denning Man page
DL.test Man page
exrates Man page
Gen.Spec.Test Man page
Joint.Wright Man page
JWright.crit Man page
Lo.Mac Man page
Panel.VR Man page
Spec.shape Man page
Subsample.test Man page
VR.minus.1 Man page
VR.plot Man page
vrtest Man page
vrtest-package Man page
Wald Man page
Wright Man page
Wright.crit Man page

Files

vrtest
vrtest/NAMESPACE
vrtest/data
vrtest/data/exrates.rda
vrtest/R
vrtest/R/Lo.Mac.R vrtest/R/FastVR.R vrtest/R/Adjust.thin.R vrtest/R/FastLM_stat.R vrtest/R/compweexp.R vrtest/R/Wright_stat.R vrtest/R/DLtest.R vrtest/R/Spec.shape.R vrtest/R/VR.plot.R vrtest/R/Boot.test.R vrtest/R/LMCD.R vrtest/R/IACM.R vrtest/R/Subsample.test.R vrtest/R/Wald1.R vrtest/R/DL.test.R vrtest/R/JWright.crit.R vrtest/R/Joint.Wright.R vrtest/R/stat.plot.R vrtest/R/VR.minus.1.R vrtest/R/Ave.Ex.R vrtest/R/Wright.crit.R vrtest/R/WK_stat2.R vrtest/R/AR1.R vrtest/R/Chow.Denning.R vrtest/R/FastLMCD.R vrtest/R/Auto.VR.R vrtest/R/Auto.Q.R vrtest/R/stat.R vrtest/R/Mammen.R vrtest/R/LM_stat.R vrtest/R/kfunc.R vrtest/R/Wald.R vrtest/R/WK_stat1.R vrtest/R/AutoBoot.test.R vrtest/R/ISIMP.R vrtest/R/Panel.VR.R vrtest/R/covmat.R vrtest/R/ABEL1Q.R vrtest/R/Chen.Deo.R vrtest/R/Wright.R vrtest/R/Gen.Spec.Test.R vrtest/R/Rademacher.R
vrtest/MD5
vrtest/DESCRIPTION
vrtest/man
vrtest/man/Chow.Denning.Rd vrtest/man/Panel.VR.Rd vrtest/man/Boot.test.Rd vrtest/man/Adjust.thin.Rd vrtest/man/Chen.Deo.Rd vrtest/man/Lo.Mac.Rd vrtest/man/Ave.Ex.Rd vrtest/man/AutoBoot.test.Rd vrtest/man/vrtest-package.Rd vrtest/man/exrates.Rd vrtest/man/Auto.VR.Rd vrtest/man/Subsample.test.Rd vrtest/man/Auto.Q.Rd vrtest/man/Gen.Spec.Test.Rd vrtest/man/Wald.Rd vrtest/man/VR.plot.Rd vrtest/man/Joint.Wright.Rd vrtest/man/Spec.shape.Rd vrtest/man/VR.minus.1.Rd vrtest/man/DL.test.Rd vrtest/man/Wright.crit.Rd vrtest/man/Wright.Rd vrtest/man/JWright.crit.Rd

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