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A suite of functions for finance, including the estimation of variance matrices via a statistical factor model or Ledoit-Wolf shrinkage.
| Version: | 1.3 |
| Depends: | stats |
| Published: | 2022-04-18 |
| DOI: | 10.32614/CRAN.package.BurStFin |
| Author: | Burns Statistics |
| Maintainer: | Pat Burns <patrick at burns-stat.com> |
| License: | Unlimited |
| URL: | https://www.burns-stat.com/ |
| NeedsCompilation: | no |
| Materials: | NEWS |
| In views: | Finance |
| CRAN checks: | BurStFin results |
| Reference manual: | BurStFin.pdf |
| Package source: | BurStFin_1.3.tar.gz |
| Windows binaries: | r-devel: BurStFin_1.3.zip, r-release: BurStFin_1.3.zip, r-oldrel: BurStFin_1.3.zip |
| macOS binaries: | r-release (arm64): BurStFin_1.3.tgz, r-oldrel (arm64): BurStFin_1.3.tgz, r-release (x86_64): BurStFin_1.3.tgz, r-oldrel (x86_64): BurStFin_1.3.tgz |
| Old sources: | BurStFin archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.