conda-forge / packages / r-performanceanalytics 1.5.3

Collection of econometric functions for performance and risk analysis. In addition to standard risk and performance metrics, 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.

Installers

Info: This package contains files in non-standard labels.

conda install

  • linux-64  v1.5.3
  • win-64  v1.5.3
  • osx-64  v1.5.3
To install this package with conda run one of the following:
conda install -c conda-forge r-performanceanalytics
conda install -c conda-forge/label/gcc7 r-performanceanalytics
conda install -c conda-forge/label/cf201901 r-performanceanalytics

Description

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