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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.

Versions across snapshots

VersionRepositoryFileSize
1.3 rolling linux/jammy R-4.5 BurStFin_1.3.tar.gz 95.3 KiB
1.3 rolling linux/noble R-4.5 BurStFin_1.3.tar.gz 95.2 KiB
1.3 rolling source/ R- BurStFin_1.3.tar.gz 18.2 KiB
1.3 latest linux/jammy R-4.5 BurStFin_1.3.tar.gz 95.3 KiB
1.3 latest linux/noble R-4.5 BurStFin_1.3.tar.gz 95.2 KiB
1.3 latest source/ R- BurStFin_1.3.tar.gz 18.2 KiB
1.3 2026-04-26 source/ R- BurStFin_1.3.tar.gz 18.2 KiB
1.3 2026-04-23 source/ R- BurStFin_1.3.tar.gz 18.2 KiB
1.3 2026-04-09 windows/windows R-4.5 BurStFin_1.3.zip 97.7 KiB
1.3 2025-04-20 source/ R- BurStFin_1.3.tar.gz 18.2 KiB

Dependencies (latest)

Depends