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Computational resources for test proposed by Gibbons, Ross, Shanken (1989)<doi:10.2307/1913625>. It also has the functions for the power analysis and the choice of the optimal level of significance. The optimal level is determined by minimizing the expected loss from hypothesis testing.
| Version: | 1.2 |
| Published: | 2022-07-01 |
| Author: | Jae H. Kim |
| Maintainer: | Jae H. Kim <jaekim8080 at gmail.com> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| CRAN checks: | GRS.test results |
| Reference manual: | GRS.test.pdf |
| Package source: | GRS.test_1.2.tar.gz |
| Windows binaries: | r-devel: GRS.test_1.2.zip, r-release: GRS.test_1.2.zip, r-oldrel: GRS.test_1.2.zip |
| macOS binaries: | r-release (arm64): GRS.test_1.2.tgz, r-oldrel (arm64): GRS.test_1.2.tgz, r-release (x86_64): GRS.test_1.2.tgz, r-oldrel (x86_64): GRS.test_1.2.tgz |
| Old sources: | GRS.test archive |
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