vrtest: Variance Ratio tests and other tests for Martingale Difference Hypothesis

A collection of statistical tests for martingale difference hypothesis

Version: 0.97
Published: 2014-08-10
Author: Jae H. Kim
Maintainer: Jae H. Kim <J.Kim at latrobe.edu.au>
License: GPL-2
NeedsCompilation: no
In views: Finance
CRAN checks: vrtest results

Documentation:

Reference manual: vrtest.pdf

Downloads:

Package source: vrtest_0.97.tar.gz
Windows binaries: r-devel: vrtest_0.97.zip, r-release: vrtest_0.97.zip, r-oldrel: vrtest_0.97.zip
macOS binaries: r-release (arm64): vrtest_0.97.tgz, r-oldrel (arm64): vrtest_0.97.tgz, r-release (x86_64): vrtest_0.97.tgz, r-oldrel (x86_64): vrtest_0.97.tgz
Old sources: vrtest archive

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