PeerPerformance (2.2.1)

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Luck-Corrected Peer Performance Analysis in R.

https://github.com/ArdiaD/PeerPerformance
http://cran.r-project.org/web/packages/PeerPerformance

Provides functions to perform the peer performance analysis of funds' returns as described in Ardia and Boudt (2018) .

Maintainer: David Ardia
Author(s): David Ardia [aut, cre], Kris Boudt [aut]

License: GPL (>= 2)

Uses: lmtest, sandwich, testthat

Released 8 months ago.


2 previous versions

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