Package: spantest 1.1-3
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>.
Authors:
spantest_1.1-3.tar.gz
spantest_1.1-3.zip(r-4.7)spantest_1.1-3.zip(r-4.6)spantest_1.1-3.zip(r-4.5)
spantest_1.1-3.tgz(r-4.6-any)spantest_1.1-3.tgz(r-4.5-any)
spantest_1.1-3.tar.gz(r-4.7-any)spantest_1.1-3.tar.gz(r-4.6-any)
spantest_1.1-3.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
spantest/json (API)
NEWS
| # Install 'spantest' in R: |
| install.packages('spantest', repos = c('https://ardiad.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/ardiad/spantest/issues
Last updated from:c2b5b98d25. Checks:7 NOTE, 2 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | NOTE | 114 | ||
| source / vignettes | OK | 176 | ||
| linux-release-x86_64 | NOTE | 146 | ||
| macos-release-arm64 | NOTE | 66 | ||
| macos-oldrel-arm64 | NOTE | 85 | ||
| windows-devel | NOTE | 71 | ||
| windows-release | NOTE | 95 | ||
| windows-oldrel | NOTE | 69 | ||
| wasm-release | OK | 98 |
Exports:span_bjspan_f1span_f2span_gl_aspan_gl_adspan_grsspan_hkspan_kmspan_py
