Package: spantest 1.4-4

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>, Gungor and Luger (2016) <doi:10.1080/07350015.2015.1019510>, and the randomized alpha test of Massacci et al. (2026) <doi:10.48550/arXiv.2507.17599>.

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

spantest_1.4-4.tar.gz
spantest_1.4-4.zip(r-4.7-x86_64)spantest_1.4-4.zip(r-4.7-arm64)spantest_1.4-4.zip(r-4.6-x86_64)spantest_1.4-4.zip(r-4.6-arm64)spantest_1.4-4.zip(r-4.5-x86_64)
spantest_1.4-4.tgz(r-4.6-x86_64)spantest_1.4-4.tgz(r-4.6-arm64)spantest_1.4-4.tgz(r-4.5-x86_64)spantest_1.4-4.tgz(r-4.5-arm64)
spantest_1.4-4.tar.gz(r-4.7-arm64)spantest_1.4-4.tar.gz(r-4.7-x86_64)spantest_1.4-4.tar.gz(r-4.6-arm64)spantest_1.4-4.tar.gz(r-4.6-x86_64)
spantest_1.4-4.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

3.60 score 2 scripts 287 downloads 14 exports 4 dependencies

Last updated from:d2b0baeb98. Checks:15 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK96
linux-devel-x86_64OK115
source / vignettesOK205
linux-release-arm64OK81
linux-release-x86_64OK102
macos-release-arm64OK155
macos-release-x86_64OK229
macos-oldrel-arm64OK85
macos-oldrel-x86_64OK184
windows-devel-arm64OK193
windows-devel-x86_64OK141
windows-release-arm64OK218
windows-release-x86_64OK106
windows-oldrel-x86_64OK101
wasm-releaseOK96

Exports:DGP_NAMESspan_asspan_bjspan_dgp_tablespan_f1span_f2span_gl_aspan_gl_adspan_grsspan_hkspan_kmspan_mstvspan_pyspan_simulate

Dependencies:rbibutilsRcppRcppArmadilloRdpack