[R-SIG-Finance] package PerformanceAnalytics v1.0.2 released to CRAN
Brian G. Peterson
brian at braverock.com
Thu Apr 15 17:35:26 CEST 2010
We are pleased to announce the availability on CRAN of
PerformanceAnalytics version 1.0.2
Version: 1.0.2
Date: 2010-04-08
License: GPL
Copyright: (c) 2004-2010 Brian G. Peterson and Peter Carl
URL:http://cran.r-project.org/web/packages/PerformanceAnalytics/index.html
URL: http://r-forge.r-project.org/projects/returnanalytics/
PerformanceAnalytics is a library of econometric functions for
performance and risk analysis of financial portfolios. This
library aims to aid practitioners and researchers in using the
latest research in analysis of both normal and non-normal return
streams. It is increasingly capable of handling data of any
periodicity, including irregular and high frequency data, and
where possible P&L or price data.
PerformanceAnalytics now contains over 125 discreet public functions,
with additional datasets, wrapper functions, etc., and over 150 pages
of documentation.
As always, we are indebted to the R-SIG-Finance community for your
testing, suggestions, and support.
We hope that you find this package useful.
Please let us know how you are using it, it helps motivate us to keep
releasing code.
Regards,
- Brian
--
Brian G. Peterson
http://www.braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock
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