xrand Matlab script

Version:
File size: 0 KB
File name: xrand.m
Last update: 27 Nov 2011
Platform: Windows / Linux / Mac OS / BSD / Solaris
Language: Matlab
Price: Freeware
Company: Anis Ben Hassen (View more)

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xrand script details

xrand script description:

Publisher review:
xrand - compute p-values of the variance ratio test statistics using simulation This fuction uses the "variance ratio test" and the "rkp" associated functions to compute the variance ratio ,the tests statistics and the corresponding p-values based on randomization (simulation). Requirements: · MATLAB Release: R14SP2

xrand is a Matlab script for Financial Modeling and Analysis scripts design by Anis Ben Hassen. It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.
xrand - compute p-values of the variance ratio test statistics using simulation

Operating system:
Windows / Linux / Mac OS / BSD / Solaris