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vrtest-package {vrtest}

Variance Ratio tests and other tests for Martingale Difference Hypothesis
Package: 
vrtest
Version: 
0.97

Description

A collection of variance ratio and spectral shapte tests

Details

Package: vrtest
Type: Package
Version: 0.97
Date: 2014-08-10
License: GPL-2

Author(s)

Jae H. Kim

Maintainer: Jae H. Kim

Documentation reproduced from package vrtest, version 0.97. License: GPL-2