Package: AMIM 1.0.0
AMIM: Compute the Adjusted Market Inefficiency Measure
Fast tool to calculate the Adjusted Market Inefficiency Measure following Tran & Leirvik (2019) <doi:10.1016/j.frl.2019.03.004>. This tool provides rolling window estimates of the Adjusted Market Inefficiency Measure for multiple instruments simultaneously.
Authors:
AMIM_1.0.0.tar.gz
AMIM_1.0.0.zip(r-4.5)AMIM_1.0.0.zip(r-4.4)AMIM_1.0.0.zip(r-4.3)
AMIM_1.0.0.tgz(r-4.4-any)AMIM_1.0.0.tgz(r-4.3-any)
AMIM_1.0.0.tar.gz(r-4.5-noble)AMIM_1.0.0.tar.gz(r-4.4-noble)
AMIM_1.0.0.tgz(r-4.4-emscripten)AMIM_1.0.0.tgz(r-4.3-emscripten)
AMIM.pdf |AMIM.html✨
AMIM/json (API)
NEWS
| # Install 'AMIM' in R: |
| install.packages('AMIM', repos = c('https://gelotran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/gelotran/amim/issues
Datasets:
- CI - Confidence Interval Data to compute AMIM
- exampledata - Example Data to compute AMIM
Last updated 1 years agofrom:1351135f24. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 19 2024 |
| R-4.5-win | OK | Nov 19 2024 |
| R-4.5-linux | OK | Nov 19 2024 |
| R-4.4-win | OK | Nov 19 2024 |
| R-4.4-mac | OK | Nov 19 2024 |
| R-4.3-win | OK | Nov 19 2024 |
| R-4.3-mac | OK | Nov 19 2024 |
Exports:AMIM.roll
Dependencies:data.table
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| AMIM roll | AMIM.roll |
| Confidence Interval Data to compute AMIM | CI |
| Example Data to compute AMIM | exampledata |
