R: Burns Statistics Financial

# Burns Statistics Financial

## 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