jumptestday {JumpTest} | R Documentation |
perform nonparametric jump test for each given interval (day)
jumptestday(ret, method = "BNS")
ret |
log return vector |
method |
jump test methods, chosen from "BNS", "Amed", and "Amin" |
stat |
test statistics |
pvalue |
p-value |
orip <- runif(100) testres <- jumptestday(orip) ts <- testres@stat pv <- testres@pvalue