JumpTest: Financial Jump Detection

A fast simulation on stochastic volatility model, with jump tests, p-values pooling, and FDR adjustments.

Version: 0.0.1
Depends: R (≥ 3.4.0), MASS
Imports: Rcpp (≥ 0.12.10), methods, stats
LinkingTo: Rcpp, RcppEigen
Suggests: knitr, rmarkdown
Published: 2017-06-23
Author: Kaiqiao Li [aut, cre], Pei Fen Kuan [aut], Kan He [ctb], Lizhou Nie [ctb], Wei Zhu [ctb]
Maintainer: Kaiqiao Li <kaiqiao.li at stonybrook.edu>
License: MIT + file LICENSE
NeedsCompilation: yes
CRAN checks: JumpTest results


Reference manual: JumpTest.pdf
Vignettes: Vignette Title
Package source: JumpTest_0.0.1.tar.gz
Windows binaries: r-devel: JumpTest_0.0.1.zip, r-release: JumpTest_0.0.1.zip, r-oldrel: not available
OS X El Capitan binaries: r-release: JumpTest_0.0.1.tgz
OS X Mavericks binaries: r-oldrel: not available
Old sources: JumpTest archive


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