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PerformanceAnalytics

Econometric tools for performance and risk analysis.
Peter Carl, Brian G. Peterson
GPL
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.
Versions
Package Version Released
PerformanceAnalytics 1.1.0 15 weeks 4 days ago
PerformanceAnalytics 1.0.4.4 1 year 7 weeks ago
PerformanceAnalytics 1.0.3.2 2 years 35 weeks ago
PerformanceAnalytics 1.0.3 2 years 41 weeks ago
PerformanceAnalytics 1.0.2.1 3 years 3 weeks ago
PerformanceAnalytics 1.0.2 3 years 6 weeks ago
PerformanceAnalytics 1.0.0 3 years 29 weeks ago
PerformanceAnalytics 0.9.7.1
PerformanceAnalytics 0.9.6
PerformanceAnalytics 0.9.5
Reviews
Extremely useful to view simulations results without too much coding. I found the list of predefined charts/diagnostics of particular interest. Definitely a 5 stars....
5
4.069765
Your rating: None Overall: 4.1 (258 votes)
4.17808
Your rating: None Documentation: 4.2 (292 votes)

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