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spantest

Mean-Variance Spanning Tests

v1.1-3 · Sep 9, 2025 · GPL-3

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>.

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CRAN Check Status

2 NOTE
12 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang NOTE
r-devel-linux-x86_64-fedora-gcc NOTE
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (14 non-OK)
OK r-devel-linux-x86_64-debian-clang

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OK r-devel-linux-x86_64-debian-gcc

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NOTE r-devel-linux-x86_64-fedora-clang

dependencies in R code

Namespace in Imports field not imported from: ‘Rdpack’
  All declared Imports should be used.
NOTE r-devel-linux-x86_64-fedora-gcc

dependencies in R code

Namespace in Imports field not imported from: ‘Rdpack’
  All declared Imports should be used.
OK r-devel-macos-arm64

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OK r-devel-windows-x86_64

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OK r-oldrel-macos-arm64

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OK r-oldrel-macos-x86_64

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OK r-oldrel-windows-x86_64

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OK r-patched-linux-x86_64

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OK r-release-linux-x86_64

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OK r-release-macos-arm64

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OK r-release-macos-x86_64

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OK r-release-windows-x86_64

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Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-devel-linux-x86_64-fedora-clang

dependencies in R code

Namespace in Imports field not imported from: ‘Rdpack’
  All declared Imports should be used.
NOTE r-devel-linux-x86_64-fedora-gcc

dependencies in R code

Namespace in Imports field not imported from: ‘Rdpack’
  All declared Imports should be used.

Dependency Network

Dependencies Reverse dependencies Rdpack spantest

Version History

new 1.1-3 Mar 10, 2026