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DriftBurstHypothesis  

Calculates the Test-Statistic for the Drift Burst Hypothesis
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("DriftBurstHypothesis", "0.4.0.1")



Attach the package and use:
library("DriftBurstHypothesis")
Maintained by
Emil Sjoerup
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-01-02
Latest Update: 2020-07-13
Description:
Calculates the T-Statistic for the drift burst hypothesis from the working paper Christensen, Oomen and Reno (2018) . The authors' MATLAB code is available upon request, see: .
How to cite:
Emil Sjoerup (2019). DriftBurstHypothesis: Calculates the Test-Statistic for the Drift Burst Hypothesis. R package version 0.4.0.1, https://cran.r-project.org/web/packages/DriftBurstHypothesis. Accessed 14 Mar. 2026.
Previous versions and publish date:
0.1.1 (2019-01-24 13:50), 0.1.2 (2019-04-14 13:22), 0.1.3 (2019-06-06 21:32), 0.1 (2019-01-02 14:30), 0.2.0.1 (2019-10-06 15:20), 0.2.0 (2019-10-02 20:40), 0.3.0 (2019-11-28 23:10), 0.4.0.1 (2020-07-13 22:40), 0.4.0 (2020-03-25 19:30)
Other packages that cited DriftBurstHypothesis R package
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Other R packages that DriftBurstHypothesis depends, imports, suggests or enhances
Complete documentation for DriftBurstHypothesis
Functions, R codes and Examples using the DriftBurstHypothesis R package
Some associated functions: DBHmethods . DriftBurstHypothesis-package . driftBursts . 
Some associated R codes: ClassMethods.R . Driftbursts.R . RcppExports.R . utils.R .  Full DriftBurstHypothesis package functions and examples
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