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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 1 year 33 weeks ago
PerformanceAnalytics 1.0.4.4 2 years 24 weeks ago
PerformanceAnalytics 1.0.3.2 4 years 1 week ago
PerformanceAnalytics 1.0.3 4 years 6 weeks ago
PerformanceAnalytics 1.0.2.1 4 years 21 weeks ago
PerformanceAnalytics 1.0.2 4 years 23 weeks ago
PerformanceAnalytics 1.0.0 4 years 47 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
4.00901
Your rating: None Overall: 4 (333 votes)
4.100815
Your rating: None Documentation: 4.1 (367 votes)

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