BurStFin: Burns Statistics Financial

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 (arm64): BurStFin_1.02.tgz, r-release (x86_64): BurStFin_1.02.tgz, r-oldrel: BurStFin_1.02.tgz
Old sources: BurStFin archive

Reverse dependencies:

Reverse suggests: JFE


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