Package: PerformanceAnalytics
Type: Package
Title: Econometric tools for performance and risk analysis.
Version: 0.9.6
Date: 2007-12-29
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), zoo, MASS, fBasics, Hmisc, tseries, fPortfolio
Suggests: fExtremes, quadprog
License: GPL
URL: http://braverock.com/R/
Packaged: Sat Dec 29 15:21:27 2007; brian
