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:Vu Le Tran [aut, cre, cph]

AMIM_1.0.0.tar.gz
AMIM_1.0.0.zip(r-4.7)AMIM_1.0.0.zip(r-4.6)AMIM_1.0.0.zip(r-4.5)
AMIM_1.0.0.tgz(r-4.6-any)AMIM_1.0.0.tgz(r-4.5-any)
AMIM_1.0.0.tar.gz(r-4.7-any)AMIM_1.0.0.tar.gz(r-4.6-any)
AMIM_1.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
AMIM/json (API)

# 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

Pkgdown/docs site:https://gelotran.github.io

Datasets:
  • CI - Confidence Interval Data to compute AMIM
  • exampledata - Example Data to compute AMIM

On CRAN:

Conda:

2.70 score 7 scripts 271 downloads 1 exports 1 dependencies

Last updated from:1351135f24. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK102
source / vignettesOK148
linux-release-x86_64OK101
macos-release-arm64OK111
macos-oldrel-arm64OK68
windows-develOK61
windows-releaseOK57
windows-oldrelOK76
wasm-releaseOK88

Exports:AMIM.roll

Dependencies:data.table