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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 7 days ago 498 main
conda 2.7 MB | win-64/r-performanceanalytics-2.0.4-r43h11b023d_4.conda  11 months and 7 days ago 471 main
conda 2.7 MB | osx-arm64/r-performanceanalytics-2.0.4-r43h07cda29_4.conda  11 months and 7 days ago 346 main
conda 2.7 MB | osx-arm64/r-performanceanalytics-2.0.4-r44h07cda29_4.conda  11 months and 7 days ago 362 main
conda 2.7 MB | osx-64/r-performanceanalytics-2.0.4-r43h6b9d099_4.conda  11 months and 7 days ago 412 main
conda 2.7 MB | osx-64/r-performanceanalytics-2.0.4-r44h6b9d099_4.conda  11 months and 7 days ago 418 main
conda 2.7 MB | linux-64/r-performanceanalytics-2.0.4-r44hdb488b9_4.conda  11 months and 7 days ago 1333 main
conda 2.7 MB | linux-64/r-performanceanalytics-2.0.4-r43hdb488b9_4.conda  11 months and 7 days ago 1451 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 770 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 417 main
conda 2.7 MB | linux-64/r-performanceanalytics-2.0.4-r43h57805ef_3.conda  1 year and 11 months ago 2358 main
conda 2.7 MB | linux-64/r-performanceanalytics-2.0.4-r42h57805ef_3.conda  1 year and 11 months ago 2218 main
conda 2.9 MB | win-64/r-performanceanalytics-2.0.4-r41h6d2157b_2.tar.bz2  2 years and 7 months ago 584 main
conda 2.9 MB | osx-64/r-performanceanalytics-2.0.4-r41h815d134_2.tar.bz2  2 years and 7 months ago 90 main
conda 3.0 MB | osx-64/r-performanceanalytics-2.0.4-r42h815d134_2.tar.bz2  2 years and 7 months ago 103 main
conda 3.0 MB | linux-64/r-performanceanalytics-2.0.4-r41h06615bd_2.tar.bz2  2 years and 7 months ago 2189 main
conda 3.0 MB | linux-64/r-performanceanalytics-2.0.4-r42h06615bd_2.tar.bz2  2 years and 7 months ago 2358 main
conda 3.1 MB | win-64/r-performanceanalytics-2.0.4-r40h6d2157b_1.tar.bz2  4 years and 14 days ago 836 main
conda 3.0 MB | win-64/r-performanceanalytics-2.0.4-r41h6d2157b_1.tar.bz2  4 years and 14 days ago 844 main
conda 3.0 MB | osx-64/r-performanceanalytics-2.0.4-r41h28b5c78_1.tar.bz2  4 years and 14 days ago 218 main
conda 3.0 MB | osx-64/r-performanceanalytics-2.0.4-r40h28b5c78_1.tar.bz2  4 years and 14 days ago 158 main
conda 3.0 MB | linux-64/r-performanceanalytics-2.0.4-r41hcfec24a_1.tar.bz2  4 years and 14 days ago 3115 main
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