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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 3.1 MB | win-64/r-performanceanalytics-2.0.4-r35hda5aaf8_0.tar.bz2  5 years and 6 months ago 1086 main cf202003
conda 3.1 MB | win-64/r-performanceanalytics-2.0.4-r36hda5aaf8_0.tar.bz2  5 years and 6 months ago 1114 main cf202003
conda 2.9 MB | osx-64/r-performanceanalytics-2.0.4-r35h17f1fa6_0.tar.bz2  5 years and 6 months ago 389 main cf202003
conda 3.0 MB | osx-64/r-performanceanalytics-2.0.4-r36h17f1fa6_0.tar.bz2  5 years and 6 months ago 375 main cf202003
conda 2.9 MB | linux-64/r-performanceanalytics-2.0.4-r35hcdcec82_0.tar.bz2  5 years and 6 months ago 3719 main cf202003
conda 3.0 MB | linux-64/r-performanceanalytics-2.0.4-r36hcdcec82_0.tar.bz2  5 years and 6 months ago 3692 main cf202003
conda 2.7 MB | win-64/r-performanceanalytics-1.5.3-r36hda5aaf8_1.tar.bz2  6 years and 1 month ago 1436 main cf202003
conda 2.8 MB | win-64/r-performanceanalytics-1.5.3-r35hda5aaf8_1.tar.bz2  6 years and 1 month ago 1406 main cf202003
conda 2.7 MB | osx-64/r-performanceanalytics-1.5.3-r35h159158b_1.tar.bz2  6 years and 1 month ago 386 main cf202003
conda 2.7 MB | osx-64/r-performanceanalytics-1.5.3-r36h159158b_1.tar.bz2  6 years and 1 month ago 400 main cf202003
conda 2.7 MB | linux-64/r-performanceanalytics-1.5.3-r36hcdcec82_1.tar.bz2  6 years and 1 month ago 4370 main cf202003
conda 2.7 MB | linux-64/r-performanceanalytics-1.5.3-r35hcdcec82_1.tar.bz2  6 years and 1 month ago 4318 main cf202003
conda 2.8 MB | win-64/r-performanceanalytics-1.5.3-r35hda5aaf8_0.tar.bz2  6 years and 1 month ago 1422 main cf202003
conda 2.7 MB | osx-64/r-performanceanalytics-1.5.3-r35h159158b_0.tar.bz2  6 years and 1 month ago 386 main cf202003
conda 2.7 MB | linux-64/r-performanceanalytics-1.5.3-r35hcdcec82_0.tar.bz2  6 years and 1 month ago 4369 main cf202003
conda 2.7 MB | osx-64/r-performanceanalytics-1.5.2-r351h46e59ec_1000.tar.bz2  6 years and 7 months ago 417 main gcc7 cf202003
conda 2.7 MB | win-64/r-performanceanalytics-1.5.2-r351h6115d3f_1000.tar.bz2  6 years and 7 months ago 1720 main cf202003 cf201901
conda 2.6 MB | linux-64/r-performanceanalytics-1.5.2-r351h96ca727_1000.tar.bz2  6 years and 7 months ago 4936 main gcc7 cf202003
conda 2.6 MB | osx-64/r-performanceanalytics-1.5.2-r351hc070d10_0.tar.bz2  6 years and 7 months ago 376 main cf202003 cf201901
conda 2.7 MB | win-64/r-performanceanalytics-1.5.2-r351h6115d3f_0.tar.bz2  6 years and 7 months ago 1654 main cf202003 cf201901
conda 2.7 MB | linux-64/r-performanceanalytics-1.5.2-r351hc070d10_0.tar.bz2  6 years and 7 months ago 4967 main cf202003 cf201901

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