rlmtest: Title

In TJUTD/rlm_test: Robust Lagrange Multiplier Test for Detecting ARCH/GARCH Effect

Description

Title

Usage

rlmtest(
  y,
  x = NA,
  a.order = 1,
  sig.level = 0.05,
  crit.type = c("asymptotic", "nonparametric"),
  nonp.method = c("bootstrap", "permutation"),
  num.resamp = 1000,
  num.discard = 0,
  CPP = T
)

Arguments

CPP

TJUTD/rlm_test documentation built on Dec. 18, 2021, 4:02 p.m.