Package: DriftBurstHypothesis
Type: Package
Title: Calculates the Test-Statistic for the Drift Burst Hypothesis
Version: 0.4.0.1
Date: 2020-07-13
Author: Emil Sjoerup
Maintainer: Emil Sjoerup <emilsjoerup@live.dk>
Description: 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>.
License: GPL-3
BugReports: https://github.com/emilsjoerup/DriftBurstHypothesis/issues
URL: https://github.com/emilsjoerup/DriftBurstHypothesis
NeedsCompilation: yes
Depends: R (>= 3.5.0)
Imports: Rcpp (>= 0.12.18), xts, zoo,
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat
Packaged: 2020-07-13 20:01:23 UTC; emil
Repository: CRAN
Date/Publication: 2020-07-13 20:40:02 UTC
Built: R 4.3.3; aarch64-apple-darwin20; 2025-01-24 15:34:27 UTC; unix
Archs: DriftBurstHypothesis.so.dSYM
