Package: PerformanceAnalytics
Type: Package
Title: Econometric tools for performance and risk analysis.
Version: 1.1.0
Date: $Date: 2013-01-29 07:04:00 -0600 (Tue, 29 Jan 2013) $
Author: Peter Carl, Brian G. Peterson
Maintainer: Brian G. Peterson <brian@braverock.com>
Description: Collection of econometric functions for performance and
        risk analysis. 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.
Depends: R (>= 2.14.0), zoo, xts (>= 0.8-9)
Suggests: Hmisc, MASS, tseries, quadprog, sn, robustbase, quantreg,
        gplots, ff
License: GPL
URL: http://r-forge.r-project.org/projects/returnanalytics/
Copyright: (c) 2004-2012
Contributors: Kris Boudt, Diethelm Wuertz, Eric Zivot, Matthieu Lestel
Thanks: A special thanks for additional contributions from Stefan
        Albrecht, Khahn Nygyen, Jeff Ryan, Josh Ulrich, Sankalp
        Upadhyay, Tobias Verbeke, H. Felix Wittmann, Ram Ahluwalia
Packaged: 2013-01-29 13:06:03 UTC; brian
Repository: CRAN
Date/Publication: 2013-01-29 16:32:18
Built: R 3.0.1; ; 2013-07-14 12:33:19 UTC; unix
