DESCRIPTION

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="Dries",family="Cornilly",role="ctb")
  , person(given="Eric",family="Hung",role="ctb")
  , person(given="Matthieu",family="Lestel",role="ctb")
  , person(given="Kyle",family="Balkissoon",role="ctb")  
  , person(given="Diethelm",family="Wuertz",role="ctb")  
  , person(given=c("Anthony","Alexander"),family="Christidis",role="ctb")  
  , person(given="R. Douglas",family="Martin",role="ctb")  
  , person(given=c("Zeheng", "Zenith"),family="Zhou",role="ctb")  
  , person(given=c("Justin", "M."),family="Shea",role="ctb")
  , person(given="Dhairya",family="Jain",role="ctb")
  )
Version: 2.0.8-1
Date: 2024-12-09
Description: 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.
Imports:
    methods,
    quadprog,
    zoo
Depends:
    R (>= 3.5.0),
    xts (>= 0.10.0)
Suggests:
    dygraphs,
    Hmisc,
    MASS,
    quantmod,
    gamlss,
    gamlss.dist,
    robustbase,
    quantreg,
    tinytest,
    ggplot2,
    RColorBrewer,
    googleVis,
    plotly,
    gridExtra,
    ggpubr,
    nloptr,
    rgenoud,
    RPESE,
    RobStatTM,
    fit.models,
    R.rsp
VignetteBuilder: R.rsp
License: GPL-2 | GPL-3
Encoding: UTF-8
LazyData: true
URL: https://github.com/braverock/PerformanceAnalytics
Copyright: (c) 2004-2024
RoxygenNote: 7.3.2