Authors@R: c(person(given = "Frank", family = "Busing",
Description: A fast up-and-down-blocks implementation for the pool-adjacent-violators algorithm
for simple linear ordered monotone regression, including two spin-off functions
for unimodal and bivariate monotone regression.
Packaged: 2021-03-08 13:48:36 UTC; jclaramunt

Description: The monotone package contains a fast up-and-down-blocks implementation for the pool-adjacent-violators algorithm
for unimodal and bivariate monotone regression (see <doi:10.18637/jss.v102.c01>).
Packaged: 2022-05-25 08:45:42 UTC; jclaramunt

Packaged: 2022-05-25 12:15:57 UTC; jclaramunt

Title: Test for Monotonicity in Expected Asset Returns, Sorted by
Authors@R: c(person(given = "Siegfried", family = "Köstlmeier", role = c("aut", "cre", "trl"), email = "siegfried.koestlmeier@gmail.com"))
Description: Test for monotonicity in financial variables sorted by portfolios. It is conventional practice in empirical research to form portfolios of assets ranked by a certain sort variable. A t-test is then used to consider the mean return spread between the portfolios with the highest and lowest values of the sort variable. Yet comparing only the average returns on the top and bottom portfolios does not provide a sufficient way to test for a monotonic relation between expected returns and the sort variable. This package provides nonparametric tests for the full set of monotonic patterns by Patton, A. and Timmermann, A. (2010) <doi:10.1016/0304-4076(89)90094-8> and compares the proposed results with extant alternatives such as t-tests, Bonferroni bounds, and multivariate inequality tests through empirical applications and simulations.
Imports: lmtest, MASS, sandwich, stats, methods, utils
Packaged: 2018-04-17 13:39:59 UTC; Siegfried
Author: Siegfried Köstlmeier [aut, cre, trl]

Packaged: 2018-05-23 09:19:12 UTC; Siegfried

Authors@R: c(person(given = "Siegfried", family = "Köstlmeier", role = c("aut", "cre", "trl"), email = "siegfried.koestlmeier@gmail.com", comment = c(ORCID = "0000-0002-7221-6981")))
Description: Test for monotonicity in financial variables sorted by portfolios. It is conventional practice in empirical research to form portfolios of assets ranked by a certain sort variable. A t-test is then used to consider the mean return spread between the portfolios with the highest and lowest values of the sort variable. Yet comparing only the average returns on the top and bottom portfolios does not provide a sufficient way to test for a monotonic relation between expected returns and the sort variable. This package provides nonparametric tests for the full set of monotonic patterns by Patton, A. and Timmermann, A. (2010) <doi:10.1016/j.jfineco.2010.06.006> and compares the proposed results with extant alternatives such as t-tests, Bonferroni bounds, and multivariate inequality tests through empirical applications and simulations.
Packaged: 2019-02-14 11:35:28 UTC; Siegfried