PerformanceAnalytics : Econometric tools for performance and risk analysis

Package: PerformanceAnalytics
Type: Package
Title: Econometric tools for performance and risk analysis
Authors@R: c(
person(given=c("Brian","G."),family="Peterson",role=c("cre","aut","cph"), email="brian@braverock.com")
, person(given="Peter",family="Carl",role=c("aut","cph"), email="peter@braverock.com")
, person(given="Kris",family="Boudt",role=c("ctb","cph"))
, person(given="Ross",family="Bennett",role="ctb")
, person(given="Joshua",family="Ulrich",role="ctb")
, person(given="Eric",family="Zivot",role="ctb")
, person(given="Matthieu",family="Lestel",role="ctb")
, person(given="Kyle",family="Balkissoon",role="ctb")
, person(given="Diethelm",family="Wuertz",role="ctb")
)
Version: 1.4.3541
Date: $Date: 2014-09-15 04:39:58 -0500 (Mon, 15 Sep 2014) $
Description: 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.
Imports: zoo
Depends: R (>= 3.0.0), xts (>= 0.9)
Suggests: Hmisc, MASS, quantmod, gamlss, gamlss.dist, robustbase,
quantreg, gplots
License: GPL-2 | GPL-3
URL: http://r-forge.r-project.org/projects/returnanalytics/
Copyright: (c) 2004-2014
Packaged: 2014-09-15 09:42:19.192918 UTC; brian
Author: Brian G. Peterson [cre, aut, cph],
Peter Carl [aut, cph],
Kris Boudt [ctb, cph],
Ross Bennett [ctb],
Joshua Ulrich [ctb],
Eric Zivot [ctb],
Matthieu Lestel [ctb],
Kyle Balkissoon [ctb],
Diethelm Wuertz [ctb]
Maintainer: Brian G. Peterson <brian@braverock.com>
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2014-09-16 09:47:58