Package: PerformanceAnalytics
Type: Package
Title: Econometric tools for performance and risk analysis.
Version: 0.9.5
Date: 2007-06-29
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), fExtremes, fPortfolio, quadprog, tseries, Hmisc
License: GPL
URL: http://braverock.com/R/
Packaged: Tue Jul 10 04:30:47 2007; brian
Built: R 2.5.1; ; 2007-07-22 20:11:33; windows
