[R-SIG-Finance] Is there R code for measuring information coefficient?

[Brian G. Peterson]

On Tue, 2012-03-13 at 16:52 -0500, Michael wrote:
> In Grinold's book, the key formula involve "information coefficient" and
> "breadth"...
> 
> How do we measure these in R?
> 
> Any package does these?

http://lmgtfy.com/?q=information+ratio+r-project+#