spantest: Mean-Variance Spanning Tests
Provides a comprehensive suite of portfolio spanning tests for asset pricing, such as Huberman and Kandel (1987) <doi:10.1111/j.1540-6261.1987.tb03917.x>, Gibbons et al. (1989) <doi:10.2307/1913625>, Kempf and Memmel (2006) <doi:10.1007/BF03396737>, Pesaran and Yamagata (2024) <doi:10.1093/jjfinec/nbad002>, and Gungor and Luger (2016) <doi:10.1080/07350015.2015.1019510>.
| Version: | 1.1-3 |
| Depends: | R (≥ 4.1.0) |
| Imports: | Rdpack, stats, utils |
| Suggests: | rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2025-09-09 |
| DOI: | 10.32614/CRAN.package.spantest |
| Author: | David Ardia  [aut,
cre],
Benjamin Seguin [aut],
Rosnel Sessinou [ctb],
Richard Luger [ctb] |
| Maintainer: | David Ardia <david.ardia.ch at gmail.com> |
| BugReports: | https://github.com/ArdiaD/spantest/issues |
| License: | GPL-3 |
| URL: | https://github.com/ArdiaD/spantest |
| NeedsCompilation: | no |
| Citation: | spantest citation info |
| Materials: | NEWS |
| CRAN checks: | spantest results |
Documentation:
| Reference manual: | spantest.html , spantest.pdf |
Downloads:
| Package source: | spantest_1.1-3.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): spantest_1.1-3.tgz, r-oldrel (arm64): spantest_1.1-3.tgz, r-release (x86_64): spantest_1.1-3.tgz, r-oldrel (x86_64): spantest_1.1-3.tgz |
Linking:
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