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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: 1.3
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

Documentation:

Reference manual: BurStFin.pdf

Downloads:

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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=BurStFin to link to this page.

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.
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