Package: DriftBurstHypothesis Type: Package Title: Calculates the Test-Statistic for the Drift Burst Hypothesis Version: 0.4.0.1 Date: 2020-07-13 Author: Emil Sjoerup Maintainer: Emil Sjoerup Description: Calculates the T-Statistic for the drift burst hypothesis from the working paper Christensen, Oomen and Reno (2018) . The authors' MATLAB code is available upon request, see: . License: GPL-3 BugReports: https://github.com/emilsjoerup/DriftBurstHypothesis/issues URL: https://github.com/emilsjoerup/DriftBurstHypothesis NeedsCompilation: yes Depends: R (>= 3.5.0) Imports: Rcpp (>= 0.12.18), xts, zoo, LinkingTo: Rcpp, RcppArmadillo Suggests: testthat Packaged: 2020-07-13 20:01:23 UTC; emil Repository: CRAN Date/Publication: 2020-07-13 20:40:02 UTC