spantest

Mean-Variance Spanning Tests

Provides a comprehensive suite of portfolio spanning tests for asset pricing, such as Huberman and Kandel (1987) , Gibbons et al. (1989) , Kempf and Memmel (2006) , Pesaran and Yamagata (2024) , and Gungor and Luger (2016) .

Reference manual

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install.packages("spantest")

1.1-3 by David Ardia, a year ago

https://github.com/ArdiaD/spantest

Report a bug at https://github.com/ArdiaD/spantest/issues

Browse source code at https://github.com/cran/spantest

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

Documentation:   PDF Manual  

GPL-3 license

Imports Rdpack, stats, utils

Suggests rmarkdown, testthat

See at CRAN

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