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
MacOS X binary: BurStFin_1.02.tgz
Windows binary: BurStFin_1.02.zip
Old sources: BurStFin archive