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.

Version: 1.02
Depends: stats
Published: 2014-03-09
Author: Burns Statistics
Maintainer: Pat Burns <patrick at burns-stat.com>
License: Unlimited
URL: http://www.burns-stat.com/
NeedsCompilation: no
Materials: NEWS
In views: Finance
CRAN checks: BurStFin results


Reference manual: BurStFin.pdf
Package source: BurStFin_1.02.tar.gz
Windows binaries: r-devel: BurStFin_1.02.zip, r-release: BurStFin_1.02.zip, r-oldrel: BurStFin_1.02.zip
OS X El Capitan binaries: r-release: BurStFin_1.02.tgz
OS X Mavericks binaries: r-oldrel: BurStFin_1.02.tgz
Old sources: BurStFin archive


Please use the canonical form https://CRAN.R-project.org/package=BurStFin to link to this page.