BurStFin: Burns Statistics Financial
Version 1.02

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
Date of publication2014-03-09 19:24:28
MaintainerPat Burns <patrick@burns-stat.com>
LicenseUnlimited
Version1.02
URL http://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 May 29, 2017, 9:54 p.m.