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.

AuthorBurns Statistics
Date of publication2014-03-09 19:24:28
MaintainerPat Burns <patrick@burns-stat.com>
LicenseUnlimited
Version1.02
http://www.burns-stat.com/

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