Calculates the T-Statistic for the drift burst hypothesis from the working paper Christensen, Oomen and Reno (2018) <doi:10.2139/ssrn.2842535>. The authors' MATLAB code is available upon request, see: <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2842535>.
Version: 0.4.0.1 Depends: R (≥ 3.5.0) Imports: Rcpp (≥ 0.12.18), xts, zoo LinkingTo: Rcpp, RcppArmadillo Suggests: testthat Published: 2020-07-13 DOI: 10.32614/CRAN.package.DriftBurstHypothesis Author: Emil Sjoerup Maintainer: Emil Sjoerup <emilsjoerup at live.dk> BugReports: https://github.com/emilsjoerup/DriftBurstHypothesis/issues License: GPL-3 URL: https://github.com/emilsjoerup/DriftBurstHypothesis NeedsCompilation: yes Materials: ChangeLog In views: Finance CRAN checks: DriftBurstHypothesis results Documentation: Reference manual: DriftBurstHypothesis.html , DriftBurstHypothesis.pdf Downloads: Package source: DriftBurstHypothesis_0.4.0.1.tar.gz Windows binaries: r-devel: DriftBurstHypothesis_0.4.0.1.zip, r-release: DriftBurstHypothesis_0.4.0.1.zip, r-oldrel: DriftBurstHypothesis_0.4.0.1.zip macOS binaries: r-release (arm64): DriftBurstHypothesis_0.4.0.1.tgz, r-oldrel (arm64): DriftBurstHypothesis_0.4.0.1.tgz, r-release (x86_64): DriftBurstHypothesis_0.4.0.1.tgz, r-oldrel (x86_64): DriftBurstHypothesis_0.4.0.1.tgz Old sources: DriftBurstHypothesis archive Linking:Please use the canonical form https://CRAN.R-project.org/package=DriftBurstHypothesis to link to this page.
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