Package: DriftBurstHypothesis 0.4.0.1

Emil Sjoerup

DriftBurstHypothesis: Calculates the Test-Statistic for the Drift Burst Hypothesis

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>.

Authors:Emil Sjoerup

DriftBurstHypothesis_0.4.0.1.tar.gz
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DriftBurstHypothesis.pdf |DriftBurstHypothesis.html✨
DriftBurstHypothesis/json (API)

# Install 'DriftBurstHypothesis' in R:
install.packages('DriftBurstHypothesis', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/emilsjoerup/driftbursthypothesis/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

1.00 score 7 scripts 340 downloads 7 exports 5 dependencies

Last updated 4 years agofrom:8c79e43dcd. Checks:OK: 1 NOTE: 1. Indexed: no.

TargetResultDate
Doc / VignettesOKSep 20 2024
R-4.5-linux-x86_64NOTESep 20 2024

Exports:driftBurstsgetCriticalValuesgetDBgetMeangetMugetSigmagetVar

Dependencies:latticeRcppRcppArmadilloxtszoo

Readme and manuals

Help Manual

Help pageTopics
Calculates the Test-Statistic for the Drift Burst HypothesisDriftBurstHypothesis-package DriftBurstHypothesis
Drift BurstsdriftBursts
Methods for the DBH classgetCriticalValues getCriticalValues.DBH getDB getDB.DBH getMean getMean.DBH getMu getMu.DBH getSigma getSigma.DBH getVar getVar.DBH plot.DBH print.DBH