# Code

## R packages

### BurStFin

A package of functions aimed at finance, though some of the functionality can be used in other applications. The most interesting functionality is:

- estimate variance matrices when there are more variables than observations
- create 3-dimensional arrays (a specialized form of what the abind package does)

BurStFin is available on CRAN.

### BurStMisc

A package of miscellaneous functions. Currently it contains:

`corner`

: sort of like`head`

and`tail`

but only returns a few rows and columns. It is useful for making sure large datasets are as you expect. It also works on higher dimensional arrays.`genopt`

: a simple implementation of genetic optimization mixed with simulated annealing.- functions to do random permutation tests (from the paper “Permuting Super Bowl Theory”).