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AMIM  

Compute the Adjusted Market Inefficiency Measure
View on CRAN: Click here


Download and install AMIM package within the R console
Install from CRAN:
install.packages("AMIM")

Install from Github:
library("remotes")
install_github("cran/AMIM")

Install by package version:
library("remotes")
install_version("AMIM", "1.0.0")



Attach the package and use:
library("AMIM")
Maintained by
Vu Le Tran
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-07-07
Latest Update: 2023-07-07
Description:
Fast tool to calculate the Adjusted Market Inefficiency Measure following Tran & Leirvik (2019) . This tool provides rolling window estimates of the Adjusted Market Inefficiency Measure for multiple instruments simultaneously.
How to cite:
Vu Le Tran (2023). AMIM: Compute the Adjusted Market Inefficiency Measure. R package version 1.0.0, https://cran.r-project.org/web/packages/AMIM. Accessed 09 Oct. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited AMIM R package
View AMIM citation profile
Other R packages that AMIM depends, imports, suggests or enhances
Complete documentation for AMIM
Functions, R codes and Examples using the AMIM R package
Some associated functions: AMIM.roll . CI . exampledata . 
Some associated R codes: data.R .  Full AMIM package functions and examples
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