Reference manual

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install.packages("PerformanceAnalytics")

2.0.4 by Brian G. Peterson, 4 years ago


https://github.com/braverock/PerformanceAnalytics


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


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]


Documentation:   PDF Manual  


GPL-2 | GPL-3 license


Imports methods, quadprog, zoo

Depends on xts

Suggests dygraphs, Hmisc, MASS, quantmod, gamlss, gamlss.dist, robustbase, quantreg, tinytest, ggplot2, RColorBrewer, googleVis, plotly, gridExtra, ggpubr, RPESE, R.rsp, RobStatTM


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

Depended on by PortfolioAnalytics, tidyquant.

Suggested by Dowd, EPLSIM, ExtDist, RPEGLMEN, RPEIF, RPESE, Statsomat, cvar, pbo, portsort, quantdr, tbl2xts, timeSeries.


See at CRAN