Last data update: 2014.03.03
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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
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
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