R-PerformanceAnalytics
Port variant std
Summary Econometric Tools for Performance & Risk Analysis
Package version 2.0.8
Homepage https://github.com/braverock/PerformanceAnalytics
Keywords cran
Maintainer CRAN Automaton
License Not yet specified
Other variants There are no other variants.
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Last modified 20 DEC 2024, 22:31:26 UTC
Port created 15 APR 2020, 07:13:19 UTC
Subpackage Descriptions
single PerformanceAnalytics: Econometric Tools for Performance and Risk Analysis Collection of econometric functions for performance and risk analysis. In addition to standard risk and performance metrics, 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.
Configuration Switches (platform-specific settings discarded)
This port has no build options.
Package Dependencies by Type
Build (only) gmake:primary:std
R:primary:std
icu:dev:std
Build and Runtime R-xts:single:std
R-quadprog:single:std
R-zoo:single:std
Runtime (only) R:primary:std
R:nls:std
Download groups
main mirror://CRAN/src/contrib
https://loki.dragonflybsd.org/cranfiles/
Distribution File Information
64e209808038e1037f01a6f4e1f9d6a6a852c886765c619d2b5a66c583675ec3 1849814 CRAN/PerformanceAnalytics_2.0.8.tar.gz
Ports that require R-PerformanceAnalytics:std
R-tidyquant:std Tidy Quantitative Financial Analysis