Package: PerformanceAnalytics
Type: Package
Title: Econometric tools for performance and risk analysis.
Version: 1.0.3.2
Date: 2010-09-14
Author: Peter Carl, Brian G. Peterson
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 (>= 2.9.0), zoo, xts (>= 0.7)
Suggests: Hmisc, MASS, tseries, quadprog, sn, robustbase, quantreg,
        SparseM
License: GPL
URL: http://r-forge.r-project.org/projects/returnanalytics/
Copyright: (c) 2004-2010
Contributors: A special thanks for contributions from Kris Boudt,
        Stefan Albrecht, Khahn Nygyen, Sankalp Upadhyay, Jeff Ryan,
        Josh Ulrich
Packaged: 2010-09-14 17:45:24 UTC; brian
Repository: CRAN
Date/Publication: 2010-09-15 09:43:14
Built: R 2.13.2; ; 2012-02-25 02:26:13 UTC; windows
