A suite of functions for finance, including the estimation of variance matrices via a statistical factor model or Ledoit-Wolf shrinkage.
| Version: | 1.02 |
| Depends: | stats |
| Published: | 2014-03-09 |
| Author: | Burns Statistics |
| Maintainer: | Pat Burns <patrick at burns-stat.com> |
| License: | Unlimited |
| URL: | http://www.burns-stat.com/ |
| NeedsCompilation: | no |
| Materials: | NEWS |
| In views: | Finance |
| CRAN checks: | BurStFin results |
| Reference manual: | BurStFin.pdf |
| Package source: | BurStFin_1.02.tar.gz |
| Windows binaries: | r-devel: BurStFin_1.02.zip, r-release: BurStFin_1.02.zip, r-oldrel: BurStFin_1.02.zip |
| macOS binaries: | r-release: BurStFin_1.02.tgz, r-oldrel: BurStFin_1.02.tgz |
| Old sources: | BurStFin archive |
| Reverse imports: | JFE |
Please use the canonical form https://CRAN.R-project.org/package=BurStFin to link to this page.