wangzhishi/test: 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
Version1.02
URL http://www.burns-stat.com/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("wangzhishi/test")
wangzhishi/test documentation built on Oct. 29, 2020, 2:45 a.m.