Package: PerformanceAnalytics
Type: Package
Title: Econometric tools for performance and risk analysis.
Version: 1.0.4.4
Date: 2012-03-30
Author: Peter Carl, Brian G. Peterson, Kris Boudt, Eric Zivot
Maintainer: Brian G. Peterson <brian@braverock.com>
Description: 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.
Depends: R (>= 2.14.0), zoo, xts (>= 0.8)
Suggests: Hmisc, MASS, tseries, quadprog, sn, robustbase, quantreg,
        gplots, ff
License: GPL
URL: http://r-forge.r-project.org/projects/returnanalytics/
Copyright: (c) 2004-2012
Contributors: A special thanks for contributions from Stefan Albrecht,
        Khahn Nygyen, Jeff Ryan, Josh Ulrich, Sankalp Upadhyay, Tobias
        Verbeke, H. Felix Wittmann
Packaged: 2012-03-30 19:36:14 UTC; brian
Repository: CRAN
Date/Publication: 2012-03-31 05:19:46
Built: R 2.15.1; ; 2013-04-10 22:55:48 UTC; unix
