Package: spantest 1.3-0

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:David Ardia [aut, cre], Benjamin Seguin [aut], Rosnel Sessinou [ctb], Richard Luger [ctb]

spantest_1.3-0.tar.gz
spantest_1.3-0.zip(r-4.7)spantest_1.3-0.zip(r-4.6)spantest_1.3-0.zip(r-4.5)
spantest_1.3-0.tgz(r-4.6-x86_64)spantest_1.3-0.tgz(r-4.6-arm64)spantest_1.3-0.tgz(r-4.5-x86_64)spantest_1.3-0.tgz(r-4.5-arm64)
spantest_1.3-0.tar.gz(r-4.7-arm64)spantest_1.3-0.tar.gz(r-4.7-x86_64)spantest_1.3-0.tar.gz(r-4.6-arm64)spantest_1.3-0.tar.gz(r-4.6-x86_64)
spantest_1.3-0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
spantest/json (API)

# 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

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

openblascpp

3.65 score 1 stars 1 scripts 356 downloads 11 exports 4 dependencies

Last updated from:2a275b8359. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK183
linux-devel-x86_64OK147
source / vignettesOK294
linux-release-arm64OK142
linux-release-x86_64OK151
macos-release-arm64OK98
macos-release-x86_64OK160
macos-oldrel-arm64OK88
macos-oldrel-x86_64OK246
windows-develOK122
windows-releaseOK98
windows-oldrelOK109
wasm-releaseOK102

Exports:span_asspan_bjspan_f1span_f2span_gl_aspan_gl_adspan_grsspan_hkspan_kmspan_pyspan_simulate

Dependencies:rbibutilsRcppRcppArmadilloRdpack