Package: PerformanceAnalytics
Type: Package
Title: Econometric tools for performance and risk analysis.
Version: 1.0.2
Date: 2010-05-07
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 (>= 2.9.0), zoo, xts (>= 0.6-8)
Suggests: Hmisc, MASS, tseries, quadprog, sn, robustbase, quantreg,
        SparseM
License: GPL
URL: http://www.braverock.com/R/
Copyright: (c) 2004-2010
Contributors: A special thanks for contributions from Kris Boudt,
        Stefan Albrecht, Khahn Nygyen, Sankalp Upadhyay
Packaged: 2010-04-07 14:55:08 UTC; bpeterson
Repository: CRAN
Date/Publication: 2010-04-08 06:07:25
