R: Mean-Variance Spanning Tests

# Mean-Variance Spanning Tests

## Documentation for package ‘spantest’ version 1.1-3

- DESCRIPTION file
- Package NEWS

## Help Pages

span_bj | Britten–Jones Tangency-Portfolio Spanning Test (1999)
span_f1 | F1 Alpha-Spanning Test (Intercepts Only)
span_f2 | F2 Variance-Spanning Test (Slopes Only)
span_gl_a | Gungor–Luger Alpha-Only Spanning Test (2016)
span_gl_ad | Gungor–Luger Joint Mean–Variance Spanning Test (2016)
span_grs | Gibbons–Ross–Shanken (GRS) Alpha Spanning Test (1989)
span_hk | Huberman–Kandel Joint Mean–Variance Spanning Test (1987)
span_km | Kempf–Memmel GMVP Spanning Test
span_py | Pesaran–Yamagata Alpha Spanning Test (2024)