Package: spantest
Title: Mean-Variance Spanning Tests
Version: 1.1-3
Authors@R: c(person("David", "Ardia", role = c("aut", "cre"), 
             email = "david.ardia.ch@gmail.com", 
             comment = c(ORCID = "0000-0003-2823-782X")),
             person("Benjamin", "Seguin", role = "aut"),
             person("Rosnel", "Sessinou", role = "ctb"),
             person("Richard", "Luger", role = "ctb"))
Description: 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>, and Gungor and 
             Luger (2016) <doi:10.1080/07350015.2015.1019510>.
License: GPL-3
RoxygenNote: 7.3.2
Encoding: UTF-8
Depends: R (>= 4.1.0)
URL: https://github.com/ArdiaD/spantest
BugReports: https://github.com/ArdiaD/spantest/issues
Suggests: rmarkdown, testthat (>= 3.0.0)
Config/testthat/edition: 3
Imports: Rdpack, stats, utils
RdMacros: Rdpack
NeedsCompilation: no
Packaged: 2025-09-03 17:21:59 UTC; dardia
Author: David Ardia [aut, cre] (ORCID: <https://orcid.org/0000-0003-2823-782X>),
  Benjamin Seguin [aut],
  Rosnel Sessinou [ctb],
  Richard Luger [ctb]
Maintainer: David Ardia <david.ardia.ch@gmail.com>
Repository: CRAN
Date/Publication: 2025-09-09 13:40:02 UTC
Built: R 4.6.0; ; 2026-04-26 02:00:51 UTC; unix
