NEWS.md

monotonicity 1.3.1

The R version 4.0.0 sets _R_CLASS_MATRIX_ARRAY_=true, so matrix objects now also inherit from class array. As a consequence, the testthat unit tests had to be slightly adjusted.

monotonicity 1.3

monotonicity 1.2

New features

monotonicity 1.1

New features

monotonicity 1.0

New features

References

Wolak, Frank A. (1989): Testing Inequality Constraints in Linear Econometric Models. Journal of Econometrics, 41, p. 205-235. doi: 10.1016/0304-4076(89)90094-8.

Patton, A. and Timmermann, A. (2010): Monotonicity in asset returns: New testes with applications to the term structure, the CAPM, and portfolio sorts. Journal of Financial Economics, 98, No. 3, p. 605-625. doi: 10.1016/j.jfineco.2010.06.006.

Politis, Dimitris N. & Romano, Joseph P. (1994): The Stationary Bootstrap. Journal of The American Statistical Association, 89, No. 428, p. 1303-1313. doi: 10.1080/01621459.1994.10476870.



skoestlmeier/monotonicity documentation built on Dec. 11, 2019, 7:14 a.m.