Crandore Hub

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

VersionRepositoryFileSize
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

Dependencies (latest)

Imports

Suggests