The 'BurStFin' package has managed to crawl its way onto CRAN. There are a few changes to the functionality. Details at: http://www.portfolioprobe.com/2012/02/16/the-burstfin-r-package/
Patrick Burns patrick at burns-stat.com http://www.burns-stat.com http://www.portfolioprobe.com/blog twitter: @portfolioprobe