CVT_PtildePower: Power MD-lag function

View source: R/martingaleDifference.R

CVT_PtildePowerR Documentation

Power MD-lag function

Description

h(P) scaled to have mean 0, variance 1 when P uniform

Usage

CVT_PtildePower(param = 4)

Arguments

param

power to which \abs(2P-1) is raised

Value

h(P) MD-lag function


ajmcneil/spectralBacktest documentation built on Dec. 31, 2022, 8:17 p.m.