![[R logo]](../../../doc/html/logo.jpg){kind=logo}
![[Package List]](../../../doc/html/left.jpg){kind=small}
![[Top]](../../../doc/html/up.jpg){kind=small}
| vrtest-package | Variance Ratio tests and spectral shape tests for Weak-form Market Efficiency |
| Adjust.thin | Adjustment for thinly-traded returns |
| Auto.VR | Automatic Variance Ratio Test |
| AutoBoot.test | Wild Bootstrapping of Automatic Variance Ratio Test |
| Ave.Ex | Average Exponential Tests |
| Boot.test | Bootstrap Variance Ratio Tests |
| Chen.Deo | Power Transformed Joint Variance Ratio Test |
| Chow.Denning | Chow-Denning Multiple Variance Ratio Tests |
| exrates | wright's Exchange Rates Data |
| Joint.Wright | A Joint Version of Wight's Rank and Sign Test |
| JWright.crit | Critical Values for the joint versions of Wright's rank and sign tests |
| Lo.Mac | Lo-MacKinlay variance Ratio Tests |
| Spec.shape | Spectral shape tests for random walk |
| Subsample.test | Subsampling test of Whang and Kim (2003) |
| VR.minus.1 | Absolute Value of (VR - 1) |
| VR.plot | Variance Ratio Plot |
| vrtest | Variance Ratio tests and spectral shape tests for Weak-form Market Efficiency |
| Wald | Wald Test of Richardson and Smith (1991) |
| Wright | Wright's Rank and Sign Tests |
| Wright.crit | Critical Values for Wright's rank and sign tests |