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DESCRIPTION
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DESCRIPTION
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Package: emh
Type: Package
Title: Tests the Efficient Market Hypothesis
Version: 0.1.0
Author: Stuart Reid <stuartgordonreid@gmail.com>
Maintainer: Stuart Reid <stuartgordonreid@gmail.com>
Description: Allows multiple randomness tests to be run at different frequencies on financial time series.
License: MIT
LazyData: TRUE
Depends:
Imports:
zoo,
xts,
Quandl,
lmtest,
randtests,
lubridate,
parallel,
Rcpp (>= 0.12.4)
LinkingTo: Rcpp
Collate:
'RcppExports.R'
'DatasetInterfaces.R'
'DatasetDownloaders.R'
'HelperFunctions.R'
'Transformations.R'
'PlottingFunctions.R'
'SimBrownianMotion.R'
'SimPermutation.R'
'SimJumpDiffusion.R'
'TestIndependentRuns.R'
'TestDurbinWatson.R'
'TestLjungBox.R'
'TestBreuschGodfrey.R'
'TestBartellRank.R'
'TestVarianceRatioLoMac.R'
'TestMarketEfficiency.R'
RoxygenNote: 5.0.1