Burns Statistics Financial

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Documentation for package ‘BurStFin’ version 1.3

• DESCRIPTION file.
• Package NEWS.

Help Pages

alpha.proxy	Compute and Plot Alpha Proxy
factor.model.stat	Estimate Variance Matrix via Statistical Factors
fitted.statfacmodBurSt	Variance Matrix From Statistical Factor Model
partial.rainbow	Create Palette Function for Part of Rainbow
slideWeight	Generate Time Weights Flexiibly
threeDarr	Combine matrices into 3D array
var.add.benchmark	Expand a Variance Matrix to Include a Benchmark
var.relative.benchmark	Transform a Variance Matrix to be Relative to a Benchmark
var.shrink.eqcor	Ledoit-Wolf Shrinkage Variance Estimate