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Collection of econometric functions for performance and risk analysis. 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. WWW: http://cran.r-project.org/web/packages/PerformanceAnalytics/
10 lines
503 B
Plaintext
10 lines
503 B
Plaintext
Collection of econometric functions for performance and risk analysis.
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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.
|
|
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WWW: http://cran.r-project.org/web/packages/PerformanceAnalytics/
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