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

Files in this package

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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