A package that provides tools for conducting performance attribution for equity portfolios. The package uses two methods: the Brinson method and a regression-based analysis.
| Version: | 1.2-1 |
| Depends: | grid, R (≥ 2.10) |
| Imports: | ggplot2, methods |
| Published: | 2013-12-21 |
| Author: | Yang Lu [aut, cre], David Kane [aut] |
| Maintainer: | Yang Lu <yang.lu2014 at gmail.com> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| In views: | Finance |
| CRAN checks: | pa results |
| Reference manual: | pa.pdf |
| Vignettes: |
Using the pa package |
| Package source: | pa_1.2-1.tar.gz |
| Windows binaries: | r-devel: pa_1.2-1.zip, r-release: pa_1.2-1.zip, r-oldrel: pa_1.2-1.zip |
| macOS binaries: | r-release: pa_1.2-1.tgz, r-oldrel: pa_1.2-1.tgz |
| Old sources: | pa archive |
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