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>
URL http://www.burns-stat.com/
Package repositoryView on CRAN
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BurStFin documentation built on May 2, 2019, 8:19 a.m.