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spantest  

Mean-Variance Spanning Tests
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("spantest", "1.1-3")



Attach the package and use:
library("spantest")
Maintained by
David Ardia
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-09-09
Latest Update: 2025-09-09
Description:
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>.
How to cite:
David Ardia (2025). spantest: Mean-Variance Spanning Tests. R package version 1.1-3, https://cran.r-project.org/web/packages/spantest. Accessed 06 Mar. 2026.
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