Package: PerformanceAnalytics
Type: Package
Title: Econometric Tools for Performance and Risk Analysis
Authors@R: c(
  person(given=c("Brian","G."),family="Peterson",role=c("cre","aut","cph"), email="brian@braverock.com")
  , person(given="Peter",family="Carl",role=c("aut","cph"), email="peter@braverock.com")
  , person(given="Kris",family="Boudt",role=c("ctb","cph"))
  , person(given="Ross",family="Bennett",role="ctb")
  , person(given="Joshua",family="Ulrich",role="ctb")
  , person(given="Eric",family="Zivot",role="ctb")
  , person(given="Dries",family="Cornilly",role="ctb")
  , person(given="Eric",family="Hung",role="ctb")
  , person(given="Matthieu",family="Lestel",role="ctb")
  , person(given="Kyle",family="Balkissoon",role="ctb")  
  , person(given="Diethelm",family="Wuertz",role="ctb")  
  )
Version: 1.5.2
Date: 2018-02-28 $Date$
Description: Collection of econometric functions for
    performance and risk analysis. This package aims to aid
    practitioners and researchers in utilizing the latest
    research in analysis of non-normal return streams.  In
    general, it is most tested on return (rather than
    price) data on a regular scale, but most functions will
    work with irregular return data as well, and increasing
    numbers of functions will work with P&L or price data
    where possible.
Imports: methods, quadprog, zoo
Depends: R (>= 3.0.0), xts (>= 0.10.0)
Suggests: dygraphs, Hmisc, MASS, quantmod, gamlss, gamlss.dist,
        robustbase, quantreg, gplots, testthat
License: GPL-2 | GPL-3
URL: https://github.com/braverock/PerformanceAnalytics
Copyright: (c) 2004-2018
RoxygenNote: 6.0.1.9000
NeedsCompilation: yes
Packaged: 2018-03-01 15:16:42.16791 UTC; brian
Author: Brian G. Peterson [cre, aut, cph],
  Peter Carl [aut, cph],
  Kris Boudt [ctb, cph],
  Ross Bennett [ctb],
  Joshua Ulrich [ctb],
  Eric Zivot [ctb],
  Dries Cornilly [ctb],
  Eric Hung [ctb],
  Matthieu Lestel [ctb],
  Kyle Balkissoon [ctb],
  Diethelm Wuertz [ctb]
Maintainer: Brian G. Peterson <brian@braverock.com>
Repository: CRAN
Date/Publication: 2018-03-02 17:06:04 UTC
Built: R 3.4.4; x86_64-w64-mingw32; 2019-04-25 19:21:46 UTC; windows
Archs: i386, x64
