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503 B
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9 lines
503 B
Text
Collection of econometric functions for performance and risk analysis.
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This package aims to aid practitioners and researchers in utilizing
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the latest research in analysis of non-normal return streams. In
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general, it is most tested on return (rather than price) data on a
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regular scale, but most functions will work with irregular return
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data as well, and increasing numbers of functions will work with
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P&L or price data where possible.
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WWW: http://cran.r-project.org/web/packages/PerformanceAnalytics/
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