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

Brian G. Peterson brian at braverock.com
Wed Mar 14 01:19:01 CET 2012

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?


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