| Adjust.thin {vrtest} | Adjustment for thinly-traded returns |
| Auto.Q {vrtest} | Automatic Portmanteau Test |
| Auto.VR {vrtest} | Automatic Variance Ratio Test |
| AutoBoot.test {vrtest} | Wild Bootstrapping of Automatic Variance Ratio Test |
| Ave.Ex {vrtest} | Average Exponential Tests |
| Boot.test {vrtest} | Bootstrap Variance Ratio Tests |
| Chen.Deo {vrtest} | Power Transformed Joint Variance Ratio Test |
| Chow.Denning {vrtest} | Chow-Denning Multiple Variance Ratio Tests |
| DL.test {vrtest} | Dominguez-Lobato Test for Martingale Difference Hypothesis |
| exrates {vrtest} | wright's Exchange Rates Data |
| Gen.Spec {vrtest} | Generalized spectral Test |
| Joint.Wright {vrtest} | A Joint Version of Wight's Rank and Sign Test |
| JWright.crit {vrtest} | Critical Values for the joint versions of Wright's rank and sign tests |
| Lo.Mac {vrtest} | Lo-MacKinlay variance Ratio Tests |
| Spec.shape {vrtest} | Spectral shape tests for random walk |
| Subsample.test {vrtest} | Subsampling test of Whang and Kim (2003) |
| VR.minus.1 {vrtest} | Absolute Value of (VR - 1) |
| VR.plot {vrtest} | Variance Ratio Plot |
| vrtest {vrtest} | Variance Ratio tests and other tests for Martigale Difference Hypothesis |
| Wald {vrtest} | Wald Test of Richardson and Smith (1991) |
