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| Name | Last modified | Size | Description |
|---|---|---|---|---|
| Parent Directory | - | ||
| PerformanceAnalytics-package | 2009-10-22 13:44 | 47K | |
| VaR | 2009-10-22 13:44 | 16K | |
| ES | 2009-10-22 13:44 | 13K | |
| Style | 2009-10-22 13:44 | 7.6K | |
| VaR.CornishFisher | 2008-09-30 10:00 | 7.2K | |
| textplot | 2009-10-22 13:45 | 6.9K | |
| chart.Histogram | 2009-10-22 13:44 | 6.2K | |
| chart.TimeSeries | 2009-10-22 13:45 | 6.1K | |
| clean.boudt | 2009-10-22 13:45 | 6.1K | |
| AnIndex | 2009-10-22 13:44 | 5.6K | |
| chart.StackedBar | 2009-10-22 13:44 | 5.5K | |
| chart.RollingPerformance | 2009-10-22 13:44 | 5.1K | |
| SmoothingIndex | 2009-10-22 13:44 | 5.1K | |
| BetaCoMoments | 2009-10-22 13:44 | 4.9K | |
| table.Arbitrary | 2009-10-22 13:45 | 4.7K | |
| chart.QQPlot | 2009-10-22 13:44 | 4.7K | |
| PerformanceAnalytics-internal | 2009-10-22 13:44 | 4.7K | |
| chart.BarVaR | 2009-10-22 13:44 | 4.6K | |
| DownsideDeviation | 2009-10-22 13:44 | 4.4K | |
| CAPM.utils | 2009-10-22 13:44 | 4.2K | |
| chart.RiskReturnScatter | 2009-10-22 13:44 | 3.9K | |
| UpsidePotentialRatio | 2009-10-22 13:44 | 3.7K | |
| chart.SnailTrail | 2009-10-22 13:44 | 3.7K | |
| CAPM.beta | 2009-10-22 13:44 | 3.7K | |
| Omega | 2009-10-22 13:44 | 3.6K | |
| MultivariateRisk.MM | 2008-09-30 10:00 | 3.5K | |
| CoMoments | 2009-10-22 13:44 | 3.4K | |
| chart.Regression | 2009-10-22 13:44 | 3.2K | |
| chart.CaptureRatios | 2009-10-22 13:44 | 2.9K | |
| chart.RollingRegression | 2009-10-22 13:44 | 2.9K | |
| chart.VaRSensitivity | 2009-10-22 13:45 | 2.8K | |
| charts.PerformanceSummary | 2009-10-22 13:45 | 2.8K | |
| chart.Boxplot | 2009-10-22 13:44 | 2.8K | |
| Return.read | 2009-10-22 13:44 | 2.6K | |
| chart.Events | 2009-10-22 13:44 | 2.6K | |
| centeredmoments | 2009-10-22 13:44 | 2.6K | |
| chart.RelativePerformance | 2009-10-22 13:44 | 2.5K | |
| MultivariateMoments | 2008-09-30 10:00 | 2.5K | |
| Return.calculate | 2009-10-22 13:44 | 2.5K | |
| edhec | 2009-10-22 13:45 | 2.5K | |
| UpDownRatios | 2009-10-22 13:44 | 2.5K | |
| StdDev.annualized | 2009-10-22 13:44 | 2.4K | |
| CalmarRatio | 2009-10-22 13:44 | 2.3K | |
| chart.Scatter | 2009-10-22 13:44 | 2.3K | |
| SortinoRatio | 2009-10-22 13:44 | 2.3K | |
| SharpeRatio.annualized | 2009-10-22 13:44 | 2.2K | |
| Return.clean | 2009-10-22 13:44 | 2.2K | |
| chart.ECDF | 2009-10-22 13:44 | 2.2K | |
| SharpeRatio.modified | 2009-10-22 13:44 | 2.2K | |
| KellyRatio | 2009-10-22 13:44 | 2.1K | |
| Return.portfolio | 2009-10-22 13:44 | 2.0K | |
| VaR.Beyond | 2008-09-30 10:00 | 2.0K | |
| Return.excess | 2009-10-22 13:44 | 2.0K | |
| Return.Geltner | 2009-10-22 13:44 | 2.0K | |
| chart.CumReturns | 2009-10-22 13:44 | 1.9K | |
| checkData | 2009-10-22 13:45 | 1.9K | |
| VaR.Marginal | 2008-09-30 10:00 | 1.9K | |
| Return.annualized | 2009-10-22 13:44 | 1.8K | |
| kurtosis | 2009-10-22 13:45 | 1.8K | |
| chart.ACF | 2009-10-22 13:44 | 1.7K | |
| table.RollingPeriods | 2009-10-22 13:45 | 1.7K | |
| table.CalendarReturns | 2009-10-22 13:45 | 1.7K | |
| TreynorRatio | 2009-10-22 13:44 | 1.7K | |
| CAPM.alpha | 2009-10-22 13:44 | 1.7K | |
| skewness | 2009-10-22 13:45 | 1.6K | |
| table.HigherMoments | 2009-10-22 13:45 | 1.6K | |
| rollingStat | 2008-09-30 10:00 | 1.6K | |
| chart.Drawdown | 2009-10-22 13:44 | 1.6K | |
| chart.RollingCorrelation | 2009-10-22 13:44 | 1.5K | |
| TrackingError | 2009-10-22 13:44 | 1.5K | |
| InformationRatio | 2009-10-22 13:44 | 1.5K | |
| table.Autocorrelation | 2009-10-22 13:45 | 1.5K | |
| SharpeRatio | 2009-10-22 13:44 | 1.5K | |
| mean.utils | 2009-10-22 13:45 | 1.5K | |
| table.CaptureRatios | 2009-10-22 13:45 | 1.5K | |
| charts.RollingPerformance | 2009-10-22 13:45 | 1.5K | |
| findDrawdowns | 2009-10-22 13:45 | 1.5K | |
| apply.rolling | 2009-10-22 13:44 | 1.4K | |
| table.CAPM | 2009-10-22 13:45 | 1.4K | |
| managers | 2009-10-22 13:45 | 1.4K | |
| chart.Bar | 2009-10-22 13:44 | 1.4K | |
| table.DownsideRisk | 2009-10-22 13:45 | 1.3K | |
| download.RiskFree | 2008-09-30 10:00 | 1.3K | |
| apply.fromstart | 2009-10-22 13:44 | 1.3K | |
| download.SP500PriceReturns | 2008-09-30 10:00 | 1.3K | |
| maxDrawdown | 2009-10-22 13:45 | 1.3K | |
| Return.cumulative | 2009-10-22 13:44 | 1.3K | |
| chart.Correlation.color | 2008-09-30 10:00 | 1.3K | |
| table.MonthlyReturns | 2009-10-22 13:45 | 1.3K | |
| ActivePremium | 2009-10-22 13:44 | 1.3K | |
| cum.utils | 2008-09-30 10:00 | 1.2K | |
| chart.RollingMean | 2009-10-22 13:44 | 1.2K | |
| table.Drawdowns | 2009-10-22 13:45 | 1.2K | |
| sortDrawdowns | 2009-10-22 13:45 | 1.2K | |
| table.AnnualizedReturns | 2009-10-22 13:45 | 1.2K | |
| table.Correlation | 2009-10-22 13:45 | 1.1K | |
| rollingRegression | 2008-09-30 10:00 | 1.0K | |
| Return.relative | 2009-10-22 13:44 | 886 | |
| chart.Correlation | 2009-10-22 13:44 | 852 | |
| weights | 2009-10-22 13:45 | 728 | |