Last data update: 2014.03.03

RelValAnalysis

Package: RelValAnalysis
Type: Package
Title: Relative Value Analysis
Version: 1.0
Depends: zoo
Date: 2014-06-25
Authors@R: person("Ting-Kam Leonard", "Wong", role = c("aut", "cre"),
email = "wongting@uw.edu")
Maintainer: Ting-Kam Leonard Wong <wongting@uw.edu>
Description: Classes and functions for analyzing the performance of portfolios relative to a benchmark.
License: GPL-2 | GPL-3
Packaged: 2014-06-26 00:43:19 UTC; HP
Author: Ting-Kam Leonard Wong [aut, cre]
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-06-26 07:40:05

26 images, 33 functions, 1 datasets
● Reverse Depends: 0

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'RelValAnalysis' ...
** package 'RelValAnalysis' successfully unpacked and MD5 sums checked
** R
** data
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'RelValAnalysis'
    finding HTML links ... done
    AtlasModel                              html  
    CapDistSlope                            html  
    ConstantPortfolio                       html  
    Diversity                               html  
    DiversityPortfolio                      html  
    EEControl                               html  
    EnergyEntropyDecomp                     html  
    EntropyPortfolio                        html  
    FernholzDecomp                          html  
    FreeEnergy                              html  
    GeometricMean                           html  
    GetGroupWeight                          html  
    GetLambdaWeight                         html  
    GetNewLambdaWeight                      html  
    GetWeight                               html  
    Invest                                  html  
    ParetoCapDist                           html  
    RelValAnalysis                          html  
    RelativeEntropy                         html  
    RenyiEntropy                            html  
    ShannonEntropy                          html  
    SimMarketModel                          html  
    VolStabModel                            html  
    applestarbucks                          html  
    capdist                                 html  
    fgp                                     html  
    marketmodel                             html  
    plot.capdist                            html  
    plot.toymkt                             html  
    print.capdist                           html  
    print.fgp                               html  
    print.marketmodel                       html  
    print.toymkt                            html  
    toymkt                                  html  
** building package indices
** testing if installed package can be loaded
* DONE (RelValAnalysis)
Making 'packages.html' ... done