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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 4 days ago 496 main
conda 2.7 MB | win-64/r-performanceanalytics-2.0.4-r43h11b023d_4.conda  11 months and 4 days ago 471 main
conda 2.7 MB | osx-arm64/r-performanceanalytics-2.0.4-r43h07cda29_4.conda  11 months and 4 days ago 346 main
conda 2.7 MB | osx-arm64/r-performanceanalytics-2.0.4-r44h07cda29_4.conda  11 months and 4 days ago 361 main
conda 2.7 MB | osx-64/r-performanceanalytics-2.0.4-r43h6b9d099_4.conda  11 months and 4 days ago 412 main
conda 2.7 MB | osx-64/r-performanceanalytics-2.0.4-r44h6b9d099_4.conda  11 months and 4 days ago 418 main
conda 2.7 MB | linux-64/r-performanceanalytics-2.0.4-r44hdb488b9_4.conda  11 months and 4 days ago 1324 main
conda 2.7 MB | linux-64/r-performanceanalytics-2.0.4-r43hdb488b9_4.conda  11 months and 4 days ago 1443 main
conda 2.7 MB | osx-arm64/r-performanceanalytics-2.0.4-r42h21dc0da_3.conda  1 year and 10 months ago 346 main
conda 2.7 MB | osx-arm64/r-performanceanalytics-2.0.4-r43h21dc0da_3.conda  1 year and 10 months ago 377 main
conda 2.7 MB | win-64/r-performanceanalytics-2.0.4-r41h6d2157b_3.conda  1 year and 11 months ago 769 main
conda 2.7 MB | osx-64/r-performanceanalytics-2.0.4-r42h6dc245f_3.conda  1 year and 11 months ago 417 main
conda 2.7 MB | osx-64/r-performanceanalytics-2.0.4-r43h6dc245f_3.conda  1 year and 11 months ago 416 main
conda 2.7 MB | linux-64/r-performanceanalytics-2.0.4-r43h57805ef_3.conda  1 year and 11 months ago 2349 main
conda 2.7 MB | linux-64/r-performanceanalytics-2.0.4-r42h57805ef_3.conda  1 year and 11 months ago 2210 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 88 main
conda 3.0 MB | osx-64/r-performanceanalytics-2.0.4-r42h815d134_2.tar.bz2  2 years and 7 months ago 101 main
conda 3.0 MB | linux-64/r-performanceanalytics-2.0.4-r41h06615bd_2.tar.bz2  2 years and 7 months ago 2179 main
conda 3.0 MB | linux-64/r-performanceanalytics-2.0.4-r42h06615bd_2.tar.bz2  2 years and 7 months ago 2348 main
conda 3.1 MB | win-64/r-performanceanalytics-2.0.4-r40h6d2157b_1.tar.bz2  4 years and 11 days ago 836 main
conda 3.0 MB | win-64/r-performanceanalytics-2.0.4-r41h6d2157b_1.tar.bz2  4 years and 11 days ago 844 main
conda 3.0 MB | osx-64/r-performanceanalytics-2.0.4-r41h28b5c78_1.tar.bz2  4 years and 11 days ago 217 main
conda 3.0 MB | osx-64/r-performanceanalytics-2.0.4-r40h28b5c78_1.tar.bz2  4 years and 11 days ago 156 main
conda 3.0 MB | linux-64/r-performanceanalytics-2.0.4-r41hcfec24a_1.tar.bz2  4 years and 11 days ago 3107 main
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