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

A collection of statistical tests for martigale difference hypothesis

Version: 0.95
Published: 2010-11-03
Author: Jae H. Kim
Maintainer: Jae H. Kim <J.Kim at latrobe.edu.au>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
In views: Finance
CRAN checks: vrtest results

Downloads:

Reference manual: vrtest.pdf
Package source: vrtest_0.95.tar.gz
OS X binary: vrtest_0.95.tgz
Windows binary: vrtest_0.95.zip
Old sources: vrtest archive