vrtest
Variance Ratio Tests and Other Tests for Martingale Difference Hypothesis
v1.2
·
Aug 31, 2023
·
GPL-2
Description
A collection of statistical tests for martingale difference hypothesis, including automatic portmanteau test (Escansiano and Lobato, 2009) <doi:10.1016/j.jeconom.2009.03.001> and automatic variance ratio test (Kim, 2009) <doi:10.1016/j.frl.2009.04.003>.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (2 non-OK)
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r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Jae H. Kim <jaekim8080@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = c("Jae", "H."),
family = "Kim",
role = c("aut", "cre"),
email = "jaekim8080@gmail.com")
as necessary.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Jae H. Kim <jaekim8080@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = c("Jae", "H."),
family = "Kim",
role = c("aut", "cre"),
email = "jaekim8080@gmail.com")
as necessary.
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Jae H. Kim <jaekim8080@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = c("Jae", "H."),
family = "Kim",
role = c("aut", "cre"),
email = "jaekim8080@gmail.com")
as necessary.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Jae H. Kim <jaekim8080@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = c("Jae", "H."),
family = "Kim",
role = c("aut", "cre"),
email = "jaekim8080@gmail.com")
as necessary.
Version History
16 tracked
new
1.2
Mar 10, 2026