| vrtest-package {vrtest} | R Documentation |
Variance Ratio tests and other tests for Martingale Difference Hypothesis
Description
A collection of variance ratio and spectral shapte tests
Details
| Package: | vrtest |
| Type: | Package |
| Version: | 1.2 |
| Date: | 2023-08-31 |
| License: | GPL-2 |
Author(s)
Jae H. Kim
Maintainer: Jae H. Kim <J.Kim@latrobe.edu.au>
[Package vrtest version 1.2 Index]