r-performanceanalytics 2.0.4 Econometric tools for performance and risk analysis
This is a 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.
- Website: https://r-forge.r-project.org/projects/returnanalytics/
- License: GPL 2, GPL 3
- Package source: cran.scm
- Patches: None
- Builds: x86_64-linux, i686-linux