Package: PerformanceAnalytics
Type: Package
Title: Econometric tools for performance and risk analysis.
Version: 0.9.9-5
Date: 2009-10-19
Author: Peter Carl, Brian G. Peterson
Maintainer: Brian G. Peterson <brian@braverock.com>
Description: Library of econometric functions for performance and risk analysis. This library aims to aid practitioners and researchers in
                utilizing the latest research in analysis of non-normal return streams.  In general, this library is most tested on return
                (rather than price) data on a monthly scale, but most functions will work with daily or irregular return data as well.
Depends: R (>= 2.4.0), zoo, xts (>= 0.6-8)
Suggests: Hmisc, MASS, tseries, quadprog, sn, robustbase, quantreg
License: GPL
URL: http://braverock.com/R/
Copyright: (c) 2004-2009
Contributors: A special thanks for contributions from Kris Boudt, Stefan Albrecht, Khahn Nygyen, Sankalp Upadhyay
Built: R 2.9.2; ; 2009-10-22 18:44:55.428837 UTC; unix