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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
11 OK
Show all 13 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-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 (2 non-OK)
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.

Check History

NOTE 11 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 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.
WARNING 10 OK · 2 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE Jun 8, 2026
WARNING r-devel-linux-x86_64-debian-gcc

for unstated dependencies in examples

Warning in file(out, "wt") :
  cannot open file '/tmp/Rtmph6y6qP/file24d295740cbdd1/span_grs.R': No space left on device
Error in file(out, "wt") : cannot open the connection
Execution halted
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.
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 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

1 tracked
new 1.1-3 Mar 10, 2026

R Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Sep 9, 2025. Releases before tracking aren’t shown.