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conda-forge / packages / r-performanceanalytics

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.

copied from cf-staging / r-performanceanalytics
Type Size Name Uploaded Downloads Labels
conda 2.1 MB | win-64/r-performanceanalytics-2.0.8-r44h11b023d_0.conda  3 months and 25 days ago 333 main
conda 2.0 MB | win-64/r-performanceanalytics-2.0.8-r43h11b023d_0.conda  3 months and 25 days ago 353 main
conda 2.0 MB | osx-64/r-performanceanalytics-2.0.8-r43h79f565e_0.conda  3 months and 25 days ago 206 main
conda 2.1 MB | osx-64/r-performanceanalytics-2.0.8-r44h79f565e_0.conda  3 months and 25 days ago 219 main
conda 2.0 MB | osx-arm64/r-performanceanalytics-2.0.8-r43h570997c_0.conda  3 months and 25 days ago 248 main
conda 2.1 MB | osx-arm64/r-performanceanalytics-2.0.8-r44h570997c_0.conda  3 months and 25 days ago 261 main
conda 2.1 MB | linux-64/r-performanceanalytics-2.0.8-r44h2b5f3a1_0.conda  3 months and 25 days ago 601 main
conda 2.0 MB | linux-64/r-performanceanalytics-2.0.8-r43h2b5f3a1_0.conda  3 months and 25 days ago 616 main
conda 2.7 MB | win-64/r-performanceanalytics-2.0.4-r44h11b023d_4.conda  9 months and 2 days ago 488 main
conda 2.7 MB | win-64/r-performanceanalytics-2.0.4-r43h11b023d_4.conda  9 months and 2 days ago 466 main
conda 2.7 MB | osx-arm64/r-performanceanalytics-2.0.4-r43h07cda29_4.conda  9 months and 2 days ago 339 main
conda 2.7 MB | osx-arm64/r-performanceanalytics-2.0.4-r44h07cda29_4.conda  9 months and 2 days ago 354 main
conda 2.7 MB | osx-64/r-performanceanalytics-2.0.4-r43h6b9d099_4.conda  9 months and 2 days ago 405 main
conda 2.7 MB | osx-64/r-performanceanalytics-2.0.4-r44h6b9d099_4.conda  9 months and 2 days ago 410 main
conda 2.7 MB | linux-64/r-performanceanalytics-2.0.4-r44hdb488b9_4.conda  9 months and 2 days ago 1156 main
conda 2.7 MB | linux-64/r-performanceanalytics-2.0.4-r43hdb488b9_4.conda  9 months and 2 days ago 1267 main
conda 2.7 MB | osx-arm64/r-performanceanalytics-2.0.4-r42h21dc0da_3.conda  1 year and 8 months ago 343 main
conda 2.7 MB | osx-arm64/r-performanceanalytics-2.0.4-r43h21dc0da_3.conda  1 year and 8 months ago 376 main
conda 2.7 MB | win-64/r-performanceanalytics-2.0.4-r41h6d2157b_3.conda  1 year and 9 months ago 764 main
conda 2.7 MB | osx-64/r-performanceanalytics-2.0.4-r42h6dc245f_3.conda  1 year and 9 months ago 416 main
conda 2.7 MB | osx-64/r-performanceanalytics-2.0.4-r43h6dc245f_3.conda  1 year and 9 months ago 415 main
conda 2.7 MB | linux-64/r-performanceanalytics-2.0.4-r43h57805ef_3.conda  1 year and 9 months ago 2189 main
conda 2.7 MB | linux-64/r-performanceanalytics-2.0.4-r42h57805ef_3.conda  1 year and 9 months ago 2051 main
conda 2.9 MB | win-64/r-performanceanalytics-2.0.4-r41h6d2157b_2.tar.bz2  2 years and 5 months ago 581 main
conda 2.9 MB | osx-64/r-performanceanalytics-2.0.4-r41h815d134_2.tar.bz2  2 years and 5 months ago 86 main
conda 3.0 MB | osx-64/r-performanceanalytics-2.0.4-r42h815d134_2.tar.bz2  2 years and 5 months ago 99 main
conda 3.0 MB | linux-64/r-performanceanalytics-2.0.4-r41h06615bd_2.tar.bz2  2 years and 5 months ago 2016 main
conda 3.0 MB | linux-64/r-performanceanalytics-2.0.4-r42h06615bd_2.tar.bz2  2 years and 5 months ago 2196 main
conda 3.1 MB | win-64/r-performanceanalytics-2.0.4-r40h6d2157b_1.tar.bz2  3 years and 10 months ago 833 main
conda 3.0 MB | win-64/r-performanceanalytics-2.0.4-r41h6d2157b_1.tar.bz2  3 years and 10 months ago 840 main
conda 3.0 MB | osx-64/r-performanceanalytics-2.0.4-r41h28b5c78_1.tar.bz2  3 years and 10 months ago 215 main
conda 3.0 MB | osx-64/r-performanceanalytics-2.0.4-r40h28b5c78_1.tar.bz2  3 years and 10 months ago 154 main
conda 3.0 MB | linux-64/r-performanceanalytics-2.0.4-r41hcfec24a_1.tar.bz2  3 years and 10 months ago 2942 main
conda 3.0 MB | linux-64/r-performanceanalytics-2.0.4-r40hcfec24a_1.tar.bz2  3 years and 10 months ago 2575 main
conda 3.0 MB | win-64/r-performanceanalytics-2.0.4-r40hda5aaf8_1.tar.bz2  4 years and 11 months ago 1068 main
conda 3.1 MB | win-64/r-performanceanalytics-2.0.4-r36hda5aaf8_1.tar.bz2  4 years and 11 months ago 1272 main
conda 3.0 MB | linux-64/r-performanceanalytics-2.0.4-r40hcdcec82_1.tar.bz2  4 years and 11 months ago 3473 main
conda 2.9 MB | osx-64/r-performanceanalytics-2.0.4-r40h17f1fa6_1.tar.bz2  4 years and 11 months ago 363 main
conda 3.0 MB | osx-64/r-performanceanalytics-2.0.4-r36h17f1fa6_1.tar.bz2  4 years and 11 months ago 409 main
conda 3.0 MB | linux-64/r-performanceanalytics-2.0.4-r36hcdcec82_1.tar.bz2  4 years and 11 months ago 3477 main
conda 3.1 MB | win-64/r-performanceanalytics-2.0.4-r35hda5aaf8_0.tar.bz2  5 years and 1 month ago 1076 main cf202003
conda 3.1 MB | win-64/r-performanceanalytics-2.0.4-r36hda5aaf8_0.tar.bz2  5 years and 1 month ago 1102 main cf202003
conda 2.9 MB | osx-64/r-performanceanalytics-2.0.4-r35h17f1fa6_0.tar.bz2  5 years and 1 month ago 384 main cf202003
conda 3.0 MB | osx-64/r-performanceanalytics-2.0.4-r36h17f1fa6_0.tar.bz2  5 years and 1 month ago 370 main cf202003
conda 2.9 MB | linux-64/r-performanceanalytics-2.0.4-r35hcdcec82_0.tar.bz2  5 years and 1 month ago 3385 main cf202003
conda 3.0 MB | linux-64/r-performanceanalytics-2.0.4-r36hcdcec82_0.tar.bz2  5 years and 1 month ago 3373 main cf202003
conda 2.7 MB | win-64/r-performanceanalytics-1.5.3-r36hda5aaf8_1.tar.bz2  5 years and 8 months ago 1427 main cf202003
conda 2.8 MB | win-64/r-performanceanalytics-1.5.3-r35hda5aaf8_1.tar.bz2  5 years and 8 months ago 1396 main cf202003
conda 2.7 MB | osx-64/r-performanceanalytics-1.5.3-r35h159158b_1.tar.bz2  5 years and 8 months ago 381 main cf202003
conda 2.7 MB | osx-64/r-performanceanalytics-1.5.3-r36h159158b_1.tar.bz2  5 years and 8 months ago 395 main cf202003

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