vrtest-package |
Variance Ratio Tests for Weak-form Market Efficiency |
Boot.test |
Bootstrap Variance Ratio Tests |
Chow.Denning |
Chow-Denning Multiple Variance Ratio Tests |
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 |
Subsample.test |
Subsampling test of Whang and Kim (2003) |
vrtest |
Variance Ratio 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 |