AMIM

Compute the Adjusted Market Inefficiency Measure

v1.0.0 · Jul 7, 2023 · MIT + file LICENSE

Description

Fast tool to calculate the Adjusted Market Inefficiency Measure following Tran & Leirvik (2019) <doi:10.1016/j.frl.2019.03.004>. This tool provides rolling window estimates of the Adjusted Market Inefficiency Measure for multiple instruments simultaneously.

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CRAN Check Status

14 OK

Show all 14 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	OK	26.4s
r-devel-linux-x86_64-debian-gcc	OK	20.6s
r-devel-linux-x86_64-fedora-clang	OK	36.4s
r-devel-linux-x86_64-fedora-gcc	OK	35.1s
r-devel-macos-arm64	OK	11s
r-devel-windows-x86_64	OK	46s
r-oldrel-macos-arm64	OK
r-oldrel-macos-x86_64	OK	23s
r-oldrel-windows-x86_64	OK	71s
r-patched-linux-x86_64	OK	22.4s
r-release-linux-x86_64	OK	21.4s
r-release-macos-arm64	OK
r-release-macos-x86_64	OK	26s
r-release-windows-x86_64	OK	43s

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 12, 2026

ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 11, 2026

ERROR r-devel-linux-x86_64-fedora-gcc

whether package can be installed

Installation failed.
See ‘/data/gannet/ripley/R/packages/tests-devel/AMIM.Rcheck/00install.out’ for details.

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Version History

new 1.0.0 Mar 10, 2026