A suite of functions for finance, including the estimation of variance matrices via a statistical factor model or Ledoit-Wolf shrinkage.
Package details |
|
|---|---|
| Author | Burns Statistics |
| Maintainer | Pat Burns <patrick@burns-stat.com> |
| License | Unlimited |
| Version | 1.02 |
| URL | http://www.burns-stat.com/ |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.