CRAN/E | BurStFin

BurStFin

Burns Statistics Financial

Installation

About

A suite of functions for finance, including the estimation of variance matrices via a statistical factor model or Ledoit-Wolf shrinkage.

www.burns-stat.com/

Key Metrics

Version 1.3
Published 2022-04-18 530 days ago
Needs compilation? no
License Unlimited
CRAN checks BurStFin results

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Maintainer

Maintainer

Pat Burns

patrick@burns-stat.com

Authors

Burns Statistics

Material

NEWS
Reference manual
Package source

In Views

Finance

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

BurStFin archive

Depends

stats

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