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R/ABEL1Q.R
In vrtest: Variance Ratio Tests and Other Tests for Martingale Difference Hypothesis
Defines functions
ABEL1Q
ABEL1Q <-
function(T,C)
{
ALPHA <- 4 * (C[1]^2)/((1-C[1])^4)
ALPHA <- 1.3221*((ALPHA*T)^.2)
return(ALPHA)
}
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vrtest documentation built on Aug. 31, 2023, 9:08 a.m.
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Defines functions ABEL1Q
ABEL1Q <-
function(T,C)
{
ALPHA <- 4 * (C[1]^2)/((1-C[1])^4)
ALPHA <- 1.3221*((ALPHA*T)^.2)
return(ALPHA)
}
Try the vrtest package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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