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2.1.0 by Brian G. Peterson, 3 days ago

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https://github.com/braverock/PerformanceAnalytics

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Browse source code at https://github.com/cran/PerformanceAnalytics

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Authors: 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] , Dhairya Jain [ctb] , Talgat Daniyarov [ctb]

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Documentation:   PDF Manual  

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GPL-2 | GPL-3 license

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Imports methods, quadprog, zoo

Depends on xts

Suggests dygraphs, Hmisc, MASS, quantmod, gamlss, gamlss.dist, robustbase, quantreg, ggplot2, vdiffr, RColorBrewer, googleVis, plotly, gridExtra, ggpubr, nloptr, rgenoud, RPESE, RobStatTM, fit.models, R.rsp, testthat, covr

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Imported by ConnectednessApproach, HeckmanEM, PCRA, RMOPI, RTL, SMNCensReg, Semblance, SlidingWindows, Trading, facmodCS, facmodTS, highOrderPortfolios, pedquant, portfolioBacktest, rmsfuns, tidyquant.

Depended on by PortfolioAnalytics.

Suggested by Dowd, ExtDist, RPEGLMEN, RPEIF, RPESE, cvar, geosimilarity, pbo, quantdr, tbl2xts, timeSeries.

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See at CRAN