R: Test for Monotonicity in Expected Asset Returns, Sorted by Portfolios

# Test for Monotonicity in Expected Asset Returns, Sorted by Portfolios

## Documentation for package ‘monotonicity’ version 1.3.1

- DESCRIPTION file

## Help Pages

demo_returns | Asset returns used in Ang, Chen and Xing (RFS, 2006), sorted into ten portfolios.
monoBonferroni | Test of weak monotonicity using Bonferroni bounds
monoRelation | Testing the monotonic relationship in asset returns
monoSummary | Summary of Patton and Timmermann monotonicity (JoE, 2010) tests
monoUpDown | Up and Down test
statBootstrap | Stationary bootstrap method
wolak | Testing inequality constraints in linear econometric models