JumpTest (version 1.1)

jumptestday: Nonparametric jump test for each interval

Description

perform nonparametric jump test for each given interval (day)

Usage

jumptestday(ret, method = "BNS")

Arguments

ret

log return vector

method

jump test methods, chosen from "BNS", "Amed", and "Amin"

Value

stat

test statistics

pvalue

p-value

Examples

# NOT RUN {
orip <- runif(100)
testres <- jumptestday(orip)
ts <- testres@stat
pv <- testres@pvalue
# }