vrtest: Variance Ratio tests and other tests for Martingale Difference Hypothesis
Version 0.97

A collection of statistical tests for martingale difference hypothesis

Package details

AuthorJae H. Kim
Date of publication2014-08-10 13:36:11
MaintainerJae H. Kim <J.Kim@latrobe.edu.au>
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 29, 2017, 9:04 a.m.