Other packages > Find by keyword >

vrtest  

Variance Ratio Tests and Other Tests for Martingale Difference Hypothesis
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("vrtest", "1.2")



Attach the package and use:
library("vrtest")
Maintained by
Jae H. Kim
[Scholar Profile | Author Map]
First Published: 2007-06-05
Latest Update: 2023-08-31
Description:
Acollection of statistical tests for martingale difference hypothesis, including automatic portmanteau test (Escansiano and Lobato, 2009) <doi:10.1016/j.jeconom.2009.03.001> and automatic variance ratio test (Kim, 2009) <doi:10.1016/j.frl.2009.04.003>.
How to cite:
Jae H. Kim (2007). vrtest: Variance Ratio Tests and Other Tests for Martingale Difference Hypothesis. R package version 1.2, https://cran.r-project.org/web/packages/vrtest. Accessed 05 Apr. 2025.
Previous versions and publish date:
0.5 (2007-06-05 22:07), 0.6 (2007-06-12 20:20), 0.7 (2007-06-16 17:47), 0.8 (2008-02-24 20:18), 0.86 (2008-04-20 21:06), 0.90 (2008-08-06 19:08), 0.91 (2009-04-14 19:33), 0.93 (2009-05-08 13:04), 0.94 (2009-06-22 09:29), 0.95 (2010-11-03 08:43), 0.96 (2014-04-22 22:10), 0.97 (2014-08-10 13:36), 1.0 (2022-07-02 17:00), 1.1 (2022-09-05 08:50)
Other packages that cited vrtest R package
View vrtest citation profile
Other R packages that vrtest depends, imports, suggests or enhances
Complete documentation for vrtest
Downloads during the last 30 days
03/0503/0603/0703/0803/0903/1003/1103/1203/1303/1403/1503/1603/1703/1803/1903/2003/2103/2203/2303/2403/2503/2603/2703/2803/2903/3003/3104/0104/0204/03Downloads for vrtest020406080100120140160180TrendBars

Today's Hot Picks in Authors and Packages

gllvm  
Generalized Linear Latent Variable Models
Analysis of multivariate data using generalized linear latent variable models (gllvm). Estimation i ...
Download / Learn more Package Citations See dependency  
IGST  
Informative Gene Selection Tool
Mining informative genes with certain biological meanings are important for clinical diagnosis of di ...
Download / Learn more Package Citations See dependency  
TrendInTrend  
Odds Ratio Estimation and Power Calculation for the Trend in Trend Model
Estimation of causal odds ratio and power calculation given trends in exposure prevalenceand outcome ...
Download / Learn more Package Citations See dependency  
leapp  
Latent Effect Adjustment After Primary Projection
These functions take a gene expression value matrix, a primary covariate vector, an additional know ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
deepdive  
Deep Learning for General Purpose
Aims to provide simple intuitive functions to create quick prototypes of artificial neural network o ...
Download / Learn more Package Citations See dependency  

23,990

R Packages

207,311

Dependencies

64,809

Author Associations

23,991

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA