Package: DriftBurstHypothesis 0.4.0.1

DriftBurstHypothesis: Calculates the Test-Statistic for the Drift Burst Hypothesis

Calculates the T-Statistic for the drift burst hypothesis from the working paper Christensen, Oomen and Reno (2018) <doi:10.2139/ssrn.2842535>. The authors' MATLAB code is available upon request, see: <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2842535>.

Authors:Emil Sjoerup

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DriftBurstHypothesis/json (API)

# Install 'DriftBurstHypothesis' in R:
install.packages('DriftBurstHypothesis', repos = c('https://emilsjoerup.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/emilsjoerup/driftbursthypothesis/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

On CRAN:

7 exports 4 stars 1.03 score 5 dependencies 7 scripts 314 downloads

Last updated 4 years agofrom:17f2f30f1e. Checks:OK: 1 WARNING: 8. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 22 2024
R-4.5-win-x86_64WARNINGAug 22 2024
R-4.5-linux-x86_64WARNINGAug 22 2024
R-4.4-win-x86_64WARNINGAug 22 2024
R-4.4-mac-x86_64WARNINGAug 22 2024
R-4.4-mac-aarch64WARNINGAug 22 2024
R-4.3-win-x86_64WARNINGAug 22 2024
R-4.3-mac-x86_64WARNINGAug 22 2024
R-4.3-mac-aarch64WARNINGAug 22 2024

Exports:driftBurstsgetCriticalValuesgetDBgetMeangetMugetSigmagetVar

Dependencies:latticeRcppRcppArmadilloxtszoo

Readme and manuals

Help Manual

Help pageTopics
Calculates the Test-Statistic for the Drift Burst HypothesisDriftBurstHypothesis-package DriftBurstHypothesis
deprecated - currently a wrapper for driftBurstsdrift_bursts
Drift BurstsdriftBursts
Methods for the DBH classgetCriticalValues getCriticalValues.DBH getDB getDB.DBH getMean getMean.DBH getMu getMu.DBH getSigma getSigma.DBH getVar getVar.DBH plot.DBH print.DBH