CRAN

DriftBurstHypothesis 0.1.3

Calculates the Test-Statistic for the Drift Burst Hypothesis

Released Jun 6, 2019 by Emil Sjoerup

This package can be loaded by Renjin but there was an error compiling C/FORTRAN sources and all tests failed.

Dependencies

RcppArmadillo 0.9.500.2.0 xts 0.11-2 Rcpp zoo 1.8-6

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: .

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>DriftBurstHypothesis</artifactId>
    <version>0.1.3-b1</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:DriftBurstHypothesis')

Test Results

This package was last tested against Renjin 0.9.2726 on Jul 13, 2019.

Source

C++

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