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. |
Ravenports | Buildsheet | History |
Ravensource | Port Directory | History |
Last modified | 02 JAN 2023, 20:15:36 UTC |
Port created | 15 APR 2020, 07:13:19 UTC |
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. |
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 |
main | mirror://CRAN/src/contrib https://loki.dragonflybsd.org/cranfiles/ |
R-tidyquant:standard | Tidy Quantitative Financial Analysis |