PerformanceAnalytics (1.1.0)
Econometric tools for performance and risk analysis..
http://r-forge.r-project.org/projects/returnanalytics/
http://cran.r-project.org/web/packages/PerformanceAnalytics
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.
Maintainer:
Brian G. Peterson
Author(s): Peter Carl, Brian G. Peterson
License: GPL
Uses: xts, zoo, Hmisc, ff, gplots, quadprog, quantreg, robustbase, tseries, sn, MASS
Reverse depends: tawny
Reverse suggests: tawny
Released 4 months ago.
9 previous versions
- PerformanceAnalytics_1.0.4.4. Released about 1 year ago.
- PerformanceAnalytics_1.0.3.2. Released over 2 years ago.
- PerformanceAnalytics_1.0.3. Released almost 3 years ago.
- PerformanceAnalytics_1.0.2.1. Released about 3 years ago.
- PerformanceAnalytics_1.0.2. Released about 3 years ago.
- PerformanceAnalytics_1.0.0. Released over 3 years ago.
- PerformanceAnalytics_0.9.7.1. Released over 4 years ago.
- PerformanceAnalytics_0.9.6. Released over 5 years ago.
- PerformanceAnalytics_0.9.5. Released almost 6 years ago.
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Reviews
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If only I found about it before....
Extremely useful to view simulations results without too much coding. I found the list of predefined charts/diagnostics of particular interest. Def…
arnaud.amsellem gave PerformanceAnalytics (1.0.3.2) a 5. Read the full review.
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