drift_bursts: deprecated - currently a wrapper for driftBursts

In emilsjoerup/DriftBurstHypothesis: Calculates the Test-Statistic for the Drift Burst Hypothesis

Description

This is a deprecated wrapper for the driftBursts function. - Will be deleted in an upcoming version.

Usage

drift_bursts(time = NULL, logprices, testtimes = seq(34200, 57600, 60),
                        PreAverage = 5, AcLag = -1L, Mean_bandwidth = 300L, 
                        Variance_bandwidth = 900L, bParallelize = FALSE, iCores = NA,
                        warnings = TRUE)

Arguments

time	See driftBursts.
logprices	See driftBursts.
testtimes	See driftBursts.
PreAverage	See driftBursts.
AcLag	See driftBursts.
Mean_bandwidth	See driftBursts.
Variance_bandwidth	See driftBursts.
bParallelize	See driftBursts.
iCores	See driftBursts.
warnings	See driftBursts.

Details

See driftBursts.

Value

See driftBursts.

Author(s)

Emil Sjoerup

References

Christensen, Oomen and Reno (2018) <DOI:10.2139/ssrn.2842535>.

Examples

#This function is deprecated, please see help(driftBursts).

emilsjoerup/DriftBurstHypothesis documentation built on July 20, 2020, 3:08 p.m.