{ "_id": "6a557853ff0138dec5d6807f", "Package": "spantest", "Title": "Mean-Variance Spanning Tests", "Version": "1.3-0", "Date": "2026-07-13", "Authors@R": "c(person(\"David\", \"Ardia\", role = c(\"aut\", \"cre\"),\nemail = \"david.ardia.ch@gmail.com\",\ncomment = c(ORCID = \"0000-0003-2823-782X\")),\nperson(\"Benjamin\", \"Seguin\", role = \"aut\"),\nperson(\"Rosnel\", \"Sessinou\", role = \"ctb\"),\nperson(\"Richard\", \"Luger\", role = \"ctb\"))", "Description": "Provides a comprehensive suite of portfolio spanning tests\nfor asset pricing, such as Huberman and Kandel (1987)\n, Gibbons et al. (1989)\n, Kempf and Memmel (2006)\n, Pesaran and Yamagata (2024)\n, and Gungor and Luger (2016)\n.", "License": "GPL-3", "Encoding": "UTF-8", "Language": "en-US", "URL": "https://github.com/ArdiaD/spantest", "BugReports": "https://github.com/ArdiaD/spantest/issues", "Config/testthat/edition": "3", "RdMacros": "Rdpack", "Roxygen": "list(markdown = TRUE)", "Config/roxygen2/version": "8.0.0", "Repository": "https://ardiad.r-universe.dev", "Date/Publication": "2026-07-13 22:51:51 UTC", "RemoteUrl": "https://github.com/ardiad/spantest", "RemoteRef": "HEAD", "RemoteSha": "2a275b83595404d18dba156baf08ef8174c9fc36", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-07-13 23:39:28 UTC", "User": "root" }, "Author": "David Ardia [aut, cre] (ORCID: ),\nBenjamin Seguin [aut],\nRosnel Sessinou [ctb],\nRichard Luger [ctb]", "Maintainer": "David Ardia ", "_user": "ardiad", "_type": "src", "_file": "spantest_1.3-0.tar.gz", "_fileid": "https://r2.ropensci.org/7e84d04c336c34802d3e94226b5f80633bafb0e0bd85864921a4ec064bdc83ca", "_filesize": 278405, "_sha256": "7e84d04c336c34802d3e94226b5f80633bafb0e0bd85864921a4ec064bdc83ca", "_expires": "2026-10-21T23:44:17.000Z", "_created": "2026-07-13T23:39:28.000Z", "_published": "2026-07-13T23:44:18.806Z", "_jobs": [ { "job": 86962588505, "time": 183, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "8296010114" }, { "job": 86962588531, "time": 147, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "8295999723" }, { "job": 86962588558, "time": 142, "config": "linux-release-arm64", "r": "4.6.1", "check": "OK", "artifact": "8295999120" }, { "job": 86962588556, "time": 151, "config": "linux-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "8296000850" }, { "job": 86962588504, "time": 88, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "8295983740" }, { "job": 86962588507, "time": 246, "config": "macos-oldrel-x86_64", "r": "4.5.3", "check": "OK", "artifact": "8296026336" }, { "job": 86962588553, "time": 98, "config": "macos-release-arm64", "r": "4.6.1", "check": "OK", "artifact": "8295986298" }, { "job": 86962588515, "time": 160, "config": "macos-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "8296003105" }, { "job": 86961873116, "time": 294, "config": "source", "r": "4.6.1", "check": "OK", "artifact": "8295958835" }, { "job": 86962588491, "time": 102, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "8295987870" }, { "job": 86962588490, "time": 122, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "8295993158" }, { "job": 86962588495, "time": 109, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "8295989175" }, { "job": 86962588530, "time": 98, "config": "windows-release", "r": "4.6.1", "check": "OK", "artifact": "8295986460" } ], "_host": "GitHub-Actions", "_buildurl": "https://github.com/r-universe/ardiad/actions/runs/29293451199", "_status": "success", "_upstream": "https://github.com/ardiad/spantest", "_commit": { "id": "2a275b83595404d18dba156baf08ef8174c9fc36", "author": "David Ardia ", "committer": "David Ardia ", "message": "NEWS: correct GL kernel speedup claim (~1.2x, not 2x)\n\nThe one-matmul reduction in the sign-flip kernel removes one of three\nlarge per-simulation matrix products, so the measured wall-clock gain is\nabout 20% (1.2x) at K=100, N=200, T=250 -- not 2x. The earlier figure\ncame from a benchmark whose force(expr) loop only evaluated the promise\nonce. Results remain bit-identical.\n", "time": 1783983111 }, "_maintainer": { "name": "David Ardia", "email": "david.ardia.ch@gmail.com", "login": "ardiad", "orcid": "0000-0003-2823-782X", "description": "Professor in Quantitative Finance", "uuid": 11246455 }, "_distro": "resolute", "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 4.1.0", "role": "Depends" }, { "package": "Rcpp", "role": "LinkingTo" }, { "package": "RcppArmadillo", "role": "LinkingTo" }, { "package": "Rcpp", "role": "Imports" }, { "package": "Rdpack", "role": "Imports" }, { "package": "stats", "role": "Imports" }, { "package": "testthat", "version": ">= 3.0.0", "role": "Suggests" } ], "_owner": "ardiad", "_selfowned": true, "_usedby": 0, "_updates": [ { "week": "2025-28", "n": 3 }, { "week": "2025-31", "n": 13 }, { "week": "2025-32", "n": 1 }, { "week": "2025-33", "n": 15 }, { "week": "2025-34", "n": 13 }, { "week": "2025-35", "n": 6 }, { "week": "2025-36", "n": 2 }, { "week": "2026-28", "n": 14 }, { "week": "2026-29", "n": 3 } ], "_tags": [ { "name": "v1.1-0", "date": "2025-08-18" } ], "_stars": 1, "_contributors": [ { "user": "ardiad", "count": 50, "uuid": 11246455 }, { "user": "benjaminseguin", "count": 24, "uuid": 156557319 } ], "_userbio": { "uuid": 11246455, "type": "user", "name": "David Ardia", "followers": 155, "description": "Professor in Quantitative Finance" }, "_downloads": { "count": 356, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/spantest" }, "_devurl": "https://github.com/ardiad/spantest", "_searchresults": 1, "_topics": [ "openblas", "cpp" ], "_rbuild": "4.6.1", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md", "extra/spantest.html", "manual.pdf" ], "_homeurl": "https://github.com/ardiad/spantest", "_realowner": "ardiad", "_cranurl": true, "_releases": [ { "version": "1.1-3", "date": "2025-09-09" } ], "_exports": [ "span_as", "span_bj", "span_f1", "span_f2", "span_gl_a", "span_gl_ad", "span_grs", "span_hk", "span_km", "span_py", "span_simulate" ], "_help": [ { "page": "span_as", "title": "Ardia and Sessinou (2025) Subseries-Based Cauchy Combination Test (SCT) for Spanning", "concept": [ "Alpha Spanning Tests", "Joint Mean-Variance Spanning Tests", "Variance Spanning Tests" ], "topics": [ "span_as" ] }, { "page": "span_bj", "title": "Britten–Jones Tangency-Portfolio Spanning Test (1999)", "concept": [ "Alpha Spanning Tests" ], "topics": [ "span_bj" ] }, { "page": "span_f1", "title": "F1 Alpha-Spanning Test (Intercepts Only)", "concept": [ "Alpha Spanning Tests" ], "topics": [ "span_f1" ] }, { "page": "span_f2", "title": "F2 Variance-Spanning Test (Slopes Only)", "concept": [ "Variance Spanning Tests" ], "topics": [ "span_f2" ] }, { "page": "span_gl_a", "title": "Gungor–Luger Alpha-Only Spanning Test (2016)", "concept": [ "Alpha Spanning Tests" ], "topics": [ "span_gl_a" ] }, { "page": "span_gl_ad", "title": "Gungor–Luger Joint Mean–Variance Spanning Test (2016)", "concept": [ "Joint Mean-Variance Spanning Tests" ], "topics": [ "span_gl_ad" ] }, { "page": "span_grs", "title": "Gibbons–Ross–Shanken (GRS) Alpha Spanning Test (1989)", "concept": [ "Alpha Spanning Tests" ], "topics": [ "span_grs" ] }, { "page": "span_hk", "title": "Huberman–Kandel Joint Mean–Variance Spanning Test (1987)", "concept": [ "Joint Mean-Variance Spanning Tests" ], "topics": [ "span_hk" ] }, { "page": "span_km", "title": "Kempf–Memmel GMVP Spanning Test", "concept": [ "Variance Spanning Tests" ], "topics": [ "span_km" ] }, { "page": "span_py", "title": "Pesaran–Yamagata Alpha Spanning Test (2024)", "concept": [ "Alpha Spanning Tests" ], "topics": [ "span_py" ] }, { "page": "span_simulate", "title": "Simulate Benchmark and Test-Asset Returns for Spanning Studies", "topics": [ "span_simulate" ] } ], "_readme": "https://github.com/ardiad/spantest/raw/HEAD/README.md", "_rundeps": [ "rbibutils", "Rcpp", "RcppArmadillo", "Rdpack" ], "_sysdeps": [ { "shlib": "libblas", "package": "libopenblas0-pthread", "source": "openblas", "version": "0.3.32+ds-5", "name": "openblas", "homepage": "https://www.openblas.net/", "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)" }, { "shlib": "libstdc++", "package": "libstdc++6", "source": "gcc", "version": "16-20260322-1ubuntu1", "name": "c++", "homepage": "http://gcc.gnu.org/", "description": "GNU Standard C++ Library v3" } ], "_score": 3.6532125137753435, "_indexed": true, "_nocasepkg": "spantest", "_universes": [ "ardiad" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.3-0", "date": "2026-07-13T23:42:39.000Z", "distro": "resolute", "arch": "aarch64", "commit": "2a275b83595404d18dba156baf08ef8174c9fc36", "fileid": "https://r2.ropensci.org/39fdb1ba72c697a8037b17f5f813f2c6d10d5523d4e2f9434899031e41232157", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/29293451199" }, { "r": "4.7.0", "os": "linux", "version": "1.3-0", "date": "2026-07-13T23:41:59.000Z", "distro": "resolute", "arch": "x86_64", "commit": "2a275b83595404d18dba156baf08ef8174c9fc36", "fileid": "https://r2.ropensci.org/480841d4340e6b566ca57f0c2ee8eadff74a2df1670dd037fdcd6da10e592cdb", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/29293451199" }, { "r": "4.6.1", "os": "linux", "version": "1.3-0", "date": "2026-07-13T23:42:00.000Z", "distro": "resolute", "arch": "aarch64", "commit": "2a275b83595404d18dba156baf08ef8174c9fc36", "fileid": "https://r2.ropensci.org/5e3edb447bf0f883f87a39ee66f8626668e26249abf4a3650a81a7a5db240ec2", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/29293451199" }, { "r": "4.6.1", "os": "linux", "version": "1.3-0", "date": "2026-07-13T23:42:01.000Z", "distro": "resolute", "arch": "x86_64", "commit": "2a275b83595404d18dba156baf08ef8174c9fc36", "fileid": "https://r2.ropensci.org/415d55e03a752a96e00aad72238380ae8f6fa87daed7a7c3b26ff2a5663ab0e3", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/29293451199" }, { "r": "4.5.3", "os": "mac", "version": "1.3-0", "date": "2026-07-13T23:41:03.000Z", "arch": "aarch64", "commit": "2a275b83595404d18dba156baf08ef8174c9fc36", "fileid": "https://r2.ropensci.org/447a46261063cc42641011cd005ec631f1bb102869102babe79de7ae9cb4fee4", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/29293451199" }, { "r": "4.5.3", "os": "mac", "version": "1.3-0", "date": "2026-07-13T23:42:57.000Z", "arch": "x86_64", "commit": "2a275b83595404d18dba156baf08ef8174c9fc36", "fileid": "https://r2.ropensci.org/707b977857cdd3cd37a526153efc083362aac4c6fadebdd663631f491e0dd961", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/29293451199" }, { "r": "4.6.1", "os": "mac", "version": "1.3-0", "date": "2026-07-13T23:41:08.000Z", "arch": "aarch64", "commit": "2a275b83595404d18dba156baf08ef8174c9fc36", "fileid": "https://r2.ropensci.org/99ee76977f379bd64bd7308406e2f2b7bd70957e034bb7e39dfbae32ccb17ac1", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/29293451199" }, { "r": "4.6.1", "os": "mac", "version": "1.3-0", "date": "2026-07-13T23:41:55.000Z", "arch": "x86_64", "commit": "2a275b83595404d18dba156baf08ef8174c9fc36", "fileid": "https://r2.ropensci.org/642f22a126d934e1f7875d5b4b57c835e241c85b442f1f2809fd2bd3cf8a7882", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/29293451199" }, { "r": "4.6.0", "os": "wasm", "version": "1.3-0", "date": "2026-07-13T23:41:26.000Z", "arch": "emscripten", "commit": "2a275b83595404d18dba156baf08ef8174c9fc36", "fileid": "https://r2.ropensci.org/c45a200a9ce32f85a749625f2b12f541caf81649dbf35f982d5fdbe5b48fe6e4", "status": "success", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/29293451199" }, { "r": "4.7.0", "os": "win", "version": "1.3-0", "date": "2026-07-13T23:41:02.000Z", "arch": "x86_64", "commit": "2a275b83595404d18dba156baf08ef8174c9fc36", "fileid": "https://r2.ropensci.org/f73e0f27f1928e8a8d0718cd6d551409cbf3a6862b68d007776e64aff0f9aeb6", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/29293451199" }, { "r": "4.5.3", "os": "win", "version": "1.3-0", "date": "2026-07-13T23:40:50.000Z", "arch": "x86_64", "commit": "2a275b83595404d18dba156baf08ef8174c9fc36", "fileid": "https://r2.ropensci.org/e10df83ba15acabe1a6c20e6cfc1289fa7916792e289c6289f4f58ed3885420c", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/29293451199" }, { "r": "4.6.1", "os": "win", "version": "1.3-0", "date": "2026-07-13T23:40:40.000Z", "arch": "x86_64", "commit": "2a275b83595404d18dba156baf08ef8174c9fc36", "fileid": "https://r2.ropensci.org/270479fb9e74c04cf23c71784bd46af09c4f0cae6474919af880a1caad28522a", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/ardiad/actions/runs/29293451199" } ] }