vrtest (0.97)
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 5 years ago.
6 previous versions
- vrtest_0.96. Released over 5 years ago.
- vrtest_0.95. Released about 9 years ago.
- vrtest_0.94. Released over 10 years ago.
- vrtest_0.93. Released over 10 years ago.
- vrtest_0.90. Released over 11 years ago.
- vrtest_0.7. Released over 12 years ago.
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