R-PerformanceAnalytics
Port variant standard
Summary Econometric Tools for Performance & Risk Analysis
BROKEN
Package version 2.0.4
Homepage https://github.com/braverock/PerformanceAnalytics
Keywords cran
Maintainer CRAN Automaton
License Not yet specified
Other variants There are no other variants.
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Last modified 02 JAN 2023, 20:15:36 UTC
Port created 15 APR 2020, 07:13:19 UTC
Subpackage Descriptions
single PerformanceAnalytics: Econometric Tools for Performance and Risk Analysis 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.
Configuration Switches (platform-specific settings discarded)
This port has no build options.
Package Dependencies by Type
Build (only) gmake:primary:standard
R:primary:standard
icu:dev:standard
Build and Runtime R-xts:single:standard
R-quadprog:single:standard
R-zoo:single:standard
Runtime (only) R:primary:standard
R:nls:standard
Download groups
main mirror://CRAN/src/contrib
https://loki.dragonflybsd.org/cranfiles/
Distribution File Information
78a17070977665b30ddf3999d02fbbcca0f418b0791358c14bdc722235342232 2455098 CRAN/PerformanceAnalytics_2.0.4.tar.gz
Ports that require R-PerformanceAnalytics:standard
R-tidyquant:standard Tidy Quantitative Financial Analysis