CRAN
vrtest 0.97
Variance Ratio tests and other tests for Martingale Difference Hypothesis
Released Aug 10, 2014 by Jae H. Kim
This package is available for Renjin and there are no known compatibility issues.
A collection of statistical tests for martingale difference hypothesis
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>vrtest</artifactId> <version>0.97-b250</version> </dependency> </dependencies> <repositories> <repository> <id>bedatadriven</id> <name>bedatadriven public repo</name> <url>https://nexus.bedatadriven.com/content/groups/public/</url> </repository> </repositories>
Renjin CLI
If you're using Renjin from the command line, you load this library by invoking:
library('org.renjin.cran:vrtest')
Test Results
This package was last tested against Renjin 0.9.2644 on Jun 1, 2018.
- Adjust.thin-examples
- Auto.Q-examples
- Auto.VR-examples
- AutoBoot.test-examples
- Ave.Ex-examples
- Boot.test-examples
- Chen.Deo-examples
- Chow.Denning-examples
- DL.test-examples
- Gen.Spec.Test-examples
- JWright.crit-examples
- Joint.Wright-examples
- Lo.Mac-examples
- Panel.VR-examples
- Spec.shape-examples
- Subsample.test-examples
- VR.minus.1-examples
- VR.plot-examples
- Wald-examples
- Wright-examples
- Wright.crit-examples
- exrates-examples