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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

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Type Size Name Uploaded Downloads Labels
conda 2.7 MB | win-64/r-performanceanalytics-2.0.4-r44h11b023d_4.conda  11 months and 8 days ago 499 main
conda 2.7 MB | win-64/r-performanceanalytics-2.0.4-r43h11b023d_4.conda  11 months and 8 days ago 473 main
conda 2.7 MB | osx-arm64/r-performanceanalytics-2.0.4-r43h07cda29_4.conda  11 months and 8 days ago 346 main
conda 2.7 MB | osx-arm64/r-performanceanalytics-2.0.4-r44h07cda29_4.conda  11 months and 8 days ago 362 main
conda 2.7 MB | osx-64/r-performanceanalytics-2.0.4-r43h6b9d099_4.conda  11 months and 8 days ago 414 main
conda 2.7 MB | osx-64/r-performanceanalytics-2.0.4-r44h6b9d099_4.conda  11 months and 8 days ago 420 main
conda 2.7 MB | linux-64/r-performanceanalytics-2.0.4-r44hdb488b9_4.conda  11 months and 8 days ago 1338 main
conda 2.7 MB | linux-64/r-performanceanalytics-2.0.4-r43hdb488b9_4.conda  11 months and 8 days ago 1456 main
conda 2.7 MB | osx-arm64/r-performanceanalytics-2.0.4-r42h21dc0da_3.conda  1 year and 10 months ago 347 main
conda 2.7 MB | osx-arm64/r-performanceanalytics-2.0.4-r43h21dc0da_3.conda  1 year and 10 months ago 379 main
conda 2.7 MB | win-64/r-performanceanalytics-2.0.4-r41h6d2157b_3.conda  1 year and 11 months ago 771 main
conda 2.7 MB | osx-64/r-performanceanalytics-2.0.4-r42h6dc245f_3.conda  1 year and 11 months ago 419 main
conda 2.7 MB | osx-64/r-performanceanalytics-2.0.4-r43h6dc245f_3.conda  1 year and 11 months ago 418 main
conda 2.7 MB | linux-64/r-performanceanalytics-2.0.4-r43h57805ef_3.conda  1 year and 11 months ago 2363 main
conda 2.7 MB | linux-64/r-performanceanalytics-2.0.4-r42h57805ef_3.conda  1 year and 11 months ago 2222 main
conda 2.9 MB | win-64/r-performanceanalytics-2.0.4-r41h6d2157b_2.tar.bz2  2 years and 8 months ago 586 main
conda 2.9 MB | osx-64/r-performanceanalytics-2.0.4-r41h815d134_2.tar.bz2  2 years and 8 months ago 90 main
conda 3.0 MB | osx-64/r-performanceanalytics-2.0.4-r42h815d134_2.tar.bz2  2 years and 8 months ago 103 main
conda 3.0 MB | linux-64/r-performanceanalytics-2.0.4-r41h06615bd_2.tar.bz2  2 years and 8 months ago 2194 main
conda 3.0 MB | linux-64/r-performanceanalytics-2.0.4-r42h06615bd_2.tar.bz2  2 years and 8 months ago 2362 main
conda 3.1 MB | win-64/r-performanceanalytics-2.0.4-r40h6d2157b_1.tar.bz2  4 years and 15 days ago 838 main
conda 3.0 MB | win-64/r-performanceanalytics-2.0.4-r41h6d2157b_1.tar.bz2  4 years and 15 days ago 846 main
conda 3.0 MB | osx-64/r-performanceanalytics-2.0.4-r41h28b5c78_1.tar.bz2  4 years and 15 days ago 218 main
conda 3.0 MB | osx-64/r-performanceanalytics-2.0.4-r40h28b5c78_1.tar.bz2  4 years and 15 days ago 158 main
conda 3.0 MB | linux-64/r-performanceanalytics-2.0.4-r41hcfec24a_1.tar.bz2  4 years and 15 days ago 3120 main
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