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DESCRIPTION
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DESCRIPTION
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Package: PerformanceAnalytics
Type: Package
Title: Econometric Tools for Performance and Risk Analysis
Authors@R: c(
person(given=c("Brian","G."),family="Peterson",role=c("cre","aut","cph"), email="brian@braverock.com")
, person(given="Peter",family="Carl",role=c("aut","cph"), email="peter@braverock.com")
, person(given="Kris",family="Boudt",role=c("ctb","cph"))
, person(given="Ross",family="Bennett",role="ctb")
, person(given="Joshua",family="Ulrich",role="ctb")
, person(given="Eric",family="Zivot",role="ctb")
, person(given="Dries",family="Cornilly",role="ctb")
, person(given="Eric",family="Hung",role="ctb")
, person(given="Matthieu",family="Lestel",role="ctb")
, person(given="Kyle",family="Balkissoon",role="ctb")
, person(given="Diethelm",family="Wuertz",role="ctb")
, person(given=c("Anthony","Alexander"),family="Christidis",role="ctb")
, person(given="R. Douglas",family="Martin",role="ctb")
, person(given=c("Zeheng", "'Zenith'"),family="Zhou",role="ctb")
, person(given=c("Justin", "M."),family="Shea",role="ctb")
)
Version: 2.0.4
Date: 2020-02-05
Description: Collection of econometric functions for performance and risk
analysis. In addition to standard risk and performance metrics, this
package aims to aid practitioners and researchers in utilizing the latest
research in analysis of non-normal return streams. In general, it is most
tested on return (rather than price) data on a regular scale, but most
functions will work with irregular return data as well, and increasing
numbers of functions will work with P&L or price data where possible.
Imports: methods, quadprog, zoo
Depends: R (>= 3.5.0), xts (>= 0.10.0)
Suggests: dygraphs, Hmisc, MASS, quantmod, gamlss, gamlss.dist,
robustbase, quantreg, tinytest, ggplot2, RColorBrewer,
googleVis, plotly, gridExtra, ggpubr, RPESE, R.rsp, RobStatTM
VignetteBuilder: R.rsp
License: GPL-2 | GPL-3
Encoding: UTF-8
LazyData: true
URL: https://github.com/braverock/PerformanceAnalytics
Copyright: (c) 2004-2020
RoxygenNote: 7.0.2
NeedsCompilation: yes
Packaged: 2020-02-05 23:43:30.960783 UTC; brian
Author: Brian G. Peterson [cre, aut, cph],
Peter Carl [aut, cph],
Kris Boudt [ctb, cph],
Ross Bennett [ctb],
Joshua Ulrich [ctb],
Eric Zivot [ctb],
Dries Cornilly [ctb],
Eric Hung [ctb],
Matthieu Lestel [ctb],
Kyle Balkissoon [ctb],
Diethelm Wuertz [ctb],
Anthony Alexander Christidis [ctb],
R. Douglas Martin [ctb],
Zeheng 'Zenith' Zhou [ctb],
Justin M. Shea [ctb]
Maintainer: Brian G. Peterson <brian@braverock.com>
Repository: CRAN
Date/Publication: 2020-02-06 12:10:11 UTC
Built: R 4.2.2; x86_64-w64-mingw32; 2023-02-21 03:23:02 UTC; windows
ExperimentalWindowsRuntime: ucrt
Archs: x64