BurStFin (version 1.3)

Burns Statistics Financial

Description

A suite of functions for finance, including the estimation of variance matrices via a statistical factor model or Ledoit-Wolf shrinkage.

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Install

install.packages('BurStFin')

Monthly Downloads

341

Version

1.3

License

Unlimited

Maintainer

Last Published

April 18th, 2022

Functions in BurStFin (1.3)