A Python Package for Stochastic Dominance Tests
Project description
PySDTest
A Python Package for Stochastic Dominance Tests
PySDTest is a Python 3 implementation of routines for Stochastic Dominance tests. This package was created by Kyungho Lee in collaboration with Yoon-Jae Whang.
This package implements stochastic dominance tests proposed by Barrett and Donald (2003), Linton, Maasoumi and Whang (2005), Linton, Song and Whang (2010), Donald and Hsu (2014). PySDTest also contains stochastic dominance tests by applying the numerical delta method (Hong and Li (2018)). For details of each model, refer to the corresponding paper.
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distributions
Built Distribution
File details
Details for the file PySDTest-0.0.20-py3-none-any.whl.
File metadata
- Download URL: PySDTest-0.0.20-py3-none-any.whl
- Upload date:
- Size: 27.5 kB
- Tags: Python 3
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/5.1.1 CPython/3.11.8
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 | 7df4931834ba5f57e40c7fb0b0d3b2a081dc13266c40a84baf8390eb11637593 |
|
| MD5 | 92e3b49c85af9ef08e9be4b837720309 |
|
| BLAKE2b-256 | c59d6588c2bf0c37b3e63de0c6b629e1526993212c7f93e67d980a19d96b9009 |
