spantest
Mean-Variance Spanning Tests
Provides a comprehensive suite of portfolio spanning tests for asset pricing, such as Huberman and Kandel (1987) <doi:10.1111/j.1540-6261.1987.tb03917.x>, Gibbons et al. (1989) <doi:10.2307/1913625>, Kempf and Memmel (2006) <doi:10.1007/BF03396737>, Pesaran and Yamagata (2024) <doi:10.1093/jjfinec/nbad002>, and Gungor and Luger (2016) <doi:10.1080/07350015.2015.1019510>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1-3 |
rolling linux/jammy R-4.5 | spantest_1.1-3.tar.gz |
77.2 KiB |
1.1-3 |
rolling linux/noble R-4.5 | spantest_1.1-3.tar.gz |
77.1 KiB |
1.1-3 |
rolling source/ R- | spantest_1.1-3.tar.gz |
44.5 KiB |
1.1-3 |
latest linux/jammy R-4.5 | spantest_1.1-3.tar.gz |
77.2 KiB |
1.1-3 |
latest linux/noble R-4.5 | spantest_1.1-3.tar.gz |
77.1 KiB |
1.1-3 |
latest source/ R- | spantest_1.1-3.tar.gz |
44.5 KiB |
1.1-3 |
2026-04-26 source/ R- | spantest_1.1-3.tar.gz |
44.5 KiB |
1.1-3 |
2026-04-23 source/ R- | spantest_1.1-3.tar.gz |
44.5 KiB |
1.1-3 |
2026-04-09 windows/windows R-4.5 | spantest_1.1-3.zip |
79.3 KiB |