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BurStFin  

Burns Statistics Financial
View on CRAN: Click here


Download and install BurStFin package within the R console
Install from CRAN:
install.packages("BurStFin")

Install from Github:
library("remotes")
install_github("cran/BurStFin")

Install by package version:
library("remotes")
install_version("BurStFin", "1.3")



Attach the package and use:
library("BurStFin")
Maintained by
Pat Burns
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-02-12
Latest Update: 2022-04-18
Description:
A suite of functions for finance, including the estimation of variance matrices via a statistical factor model or Ledoit-Wolf shrinkage.
How to cite:
Pat Burns (2012). BurStFin: Burns Statistics Financial. R package version 1.3, https://cran.r-project.org/web/packages/BurStFin. Accessed 03 Dec. 2024.
Previous versions and publish date:
1.01 (2012-02-12 18:33), 1.02 (2014-03-09 19:24)
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Complete documentation for BurStFin
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