vrtest (0.97)

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Variance Ratio tests and other tests for Martingale Difference Hypothesis.

http://cran.r-project.org/web/packages/vrtest

A collection of statistical tests for martingale difference hypothesis

Maintainer: Jae H. Kim
Author(s): Jae H. Kim

License: GPL-2

Uses: Does not use any package

Released over 2 years ago.


6 previous versions

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