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.

Getting started

Package details

AuthorBurns Statistics
MaintainerPat Burns <patrick@burns-stat.com>
LicenseUnlimited
Version1.3
URL https://www.burns-stat.com/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("BurStFin")

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BurStFin documentation built on April 18, 2022, 5:07 p.m.