DriftBurstHypothesis (version 0.4.0.1)

Calculates the Test-Statistic for the Drift Burst Hypothesis

Description

Calculates the T-Statistic for the drift burst hypothesis from the working paper Christensen, Oomen and Reno (2018) . The authors' MATLAB code is available upon request, see: .

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install.packages('DriftBurstHypothesis')

Monthly Downloads

314

Version

0.4.0.1

License

GPL-3

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Repository

https://github.com/emilsjoerup/DriftBurstHypothesis

Maintainer

Emil Sjoerup

Last Published

July 13th, 2020

Functions in DriftBurstHypothesis (0.4.0.1)

methods for DBH objects

Methods for the DBH class

driftBursts

Drift Bursts

DriftBurstHypothesis-package

DriftBurstHypothesis