R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
PerformanceAnalytics
View on CRAN: Click
here
Download and install PerformanceAnalytics package within the R console
Install from CRAN:
install.packages("PerformanceAnalytics")
Install from Github:
library("remotes")
install_github("cran/PerformanceAnalytics")
Install by package version:
library("remotes")
install_version("PerformanceAnalytics", "2.0.8")
Attach the package and use:
library("PerformanceAnalytics")
Maintained by
Brian G. Peterson
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2007-04-16
Latest Update: 2020-02-06
Description:
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.
How to cite:
Brian G. Peterson (2007). PerformanceAnalytics: Econometric Tools for Performance and Risk Analysis. R package version 2.0.8, https://cran.r-project.org/web/packages/PerformanceAnalytics. Accessed 22 Dec. 2024.
Previous versions and publish date:
0.9.4 (2007-04-16 21:59), 0.9.5 (2007-07-10 14:10), 0.9.6 (2007-12-30 21:41), 0.9.7.1 (2008-10-12 11:00), 0.9.7 (2008-09-30 16:16), 1.0.0 (2009-10-27 20:46), 1.0.2.1 (2010-04-25 09:26), 1.0.2 (2010-04-08 08:07), 1.0.3.2 (2010-09-15 09:43), 1.0.3 (2010-08-04 23:57), 1.0.4.4 (2012-03-31 07:19), 1.1.0 (2013-01-29 16:32), 1.4.3541 (2014-09-16 09:48), 1.5.2 (2018-03-02 18:06), 1.5.3 (2019-06-23 18:50), 2.0.4 (2020-02-06 13:10)
Other packages that cited PerformanceAnalytics R package
View PerformanceAnalytics citation profile
Other R packages that PerformanceAnalytics depends,
imports, suggests or enhances
Complete documentation for PerformanceAnalytics
Functions, R codes and Examples using
the PerformanceAnalytics R package
Some associated functions: ActivePremium . AdjustedSharpeRatio . AppraisalRatio . AverageDrawdown . AverageLength . AverageRecovery . BernardoLedoitRatio . BetaCoMoments . BurkeRatio . CAPM.RiskPremium . CAPM.alpha . CAPM.beta . CAPM.dynamic . CAPM.epsilon . CAPM.jensenAlpha . CDD . CalmarRatio . CoMoments . DRatio . DownsideDeviation . DownsideFrequency . DrawdownDeviation . DrawdownPeak . ES . EWMAMoments . FamaBeta . Frequency . HurstIndex . InformationRatio . Kappa . KellyRatio . Level.calculate . M2Sortino . MCA . MSquared . MSquaredExcess . MarketTiming . MartinRatio . MeanAbsoluteDeviation . MinTrackRecord . Modigliani . NetSelectivity . Omega . OmegaExcessReturn . OmegaSharpeRatio . PainIndex . PainRatio . PerformanceAnalytics-package . ProbSharpeRatio . ProspectRatio . RPESE.control . RachevRatio . Return.Geltner . Return.annualized.excess . Return.annualized . Return.calculate . Return.clean . Return.convert . Return.cumulative . Return.excess . Return.locScaleRob . Return.portfolio . Return.read . Return.relative . Selectivity . SharpeRatio.annualized . SharpeRatio . ShrinkageMoments . SkewnessKurtosisRatio . SmoothingIndex . SortinoRatio . SpecificRisk . StdDev.annualized . StdDev . StructuredMoments . SystematicRisk . TotalRisk . TrackingError . TreynorRatio . UlcerIndex . UpDownRatios . UpsideFrequency . UpsidePotentialRatio . UpsideRisk . VaR . VolatilitySkewness . apply.fromstart . apply.rolling . centeredmoments . chart.ACF . chart.Bar . chart.BarVaR . chart.Boxplot . chart.CaptureRatios . chart.Correlation . chart.CumReturns . chart.Drawdown . chart.ECDF . chart.Events . chart.Histogram . chart.QQPlot . chart.Regression . chart.RelativePerformance . chart.RiskReturnScatter . chart.RollingCorrelation . chart.RollingMean . chart.RollingPerformance . chart.RollingRegression . chart.Scatter . chart.SnailTrail . chart.StackedBar . chart.TimeSeries . chart.VaRSensitivity . charts.PerformanceSummary . charts.RollingPerformance . checkData . checkSeedValue . clean.boudt . edhec . findDrawdowns . kurtosis . legend . lpm . managers . maxDrawdown . mean.geometric . portfolio_bacon . prices . skewness . sortDrawdowns . table.AnnualizedReturns . table.Arbitrary . table.Autocorrelation . table.CAPM . table.CalendarReturns . table.CaptureRatios . table.Correlation . table.Distributions . table.DownsideRisk . table.DownsideRiskRatio . table.Drawdowns . table.DrawdownsRatio . table.HigherMoments . table.InformationRatio . table.MonthlyReturns . table.ProbOutPerformance . table.RollingPeriods . table.SpecificRisk . table.Variability . test_returns . test_weights . textplot . to.period.contributions . weights . zerofill .
Some associated R codes: ActivePremium.R . AdjustedSharpeRatio.R . AppraisalRatio.R . BernadoLedoitratio.R . BurkeRatio.R . CAPM.alpha.R . CAPM.beta.R . CAPM.dynamic.R . CAPM.epsilon.R . CAPM.jensenAlpha.R . CAPM.utils.R . CalmarRatio.R . CoMoments.R . DRatio.R . DownsideDeviation.R . DownsideFrequency.R . DrawdownPeak.R . Drawdowns.R . ES.R . FamaBeta.R . Frequency.R . HerfindahlIndex.R . HurstIndex.R . InformationRatio.R . Kappa.R . KellyRatio.R . Level.calculate.R . M2Sortino.R . MSquared.R . MSquaredExcess.R . MarketTiming.R . MartinRatio.R . MeanAbsoluteDeviation.R . MinTRL.R . Modigliani.R . MultivariateMoments.R . NetSelectivity.R . Omega.R . OmegaExcessReturn.R . OmegaSharpeRatio.R . PainIndex.R . PainRatio.R . PortfolioRisk.R . ProbSharpeRatio.R . ProspectRatio.R . RPESE.control.R . RachevRatio.R . Return.Geltner.R . Return.annualized.R . Return.annualized.excess.R . Return.calculate.R . Return.clean.R . Return.convert.R . Return.cumulative.R . Return.excess.R . Return.locScaleRob.R . Return.portfolio.R . Return.read.R . Return.relative.R . Selectivity.R . SemiDeviation.R . SharpeRatio.R . SharpeRatio.annualized.R . SkewnessKurtosisRatio.R . SmoothingIndex.R . SortinoRatio.R . SpecificRisk.R . StdDev.R . StdDev.annualized.R . SystematicRisk.R . TotalRisk.R . TrackingError.R . TreynorRatio.R . UlcerIndex.R . UpDownRatios.R . UpsideFrequency.R . UpsidePotentialRatio.R . UpsideRisk.R . VaR.Marginal.R . VaR.R . VolatilitySkewness.R . apply.fromstart.R . apply.rolling.R . chart.ACF.R . chart.ACFplus.R . chart.Bar.R . chart.BarVaR.R . chart.Boxplot.R . chart.CaptureRatios.R . chart.Correlation.R . chart.CumReturns.R . chart.Drawdown.R . chart.ECDF.R . chart.Events.R . chart.Histogram.R . chart.QQPlot.R . chart.Regression.R . chart.RelativePerformance.R . chart.RiskReturnScatter.R . chart.RollingCorrelation.R . chart.RollingMean.R . chart.RollingPerformance.R . chart.RollingQuantileRegression.R . chart.RollingRegression.R . chart.Scatter.R . chart.SnailTrail.R . chart.StackedBar.R . chart.TimeSeries.R . chart.TimeSeries.base.R . chart.TimeSeries.builtin.R . chart.TimeSeries.dygraph.R . chart.TimeSeries.ggplot2.R . chart.TimeSeries.googlevis.R . chart.TimeSeries.plotly.R . chart.VaRSensitivity.R . charts.Bar.R . charts.BarVaR.R . charts.PerformanceSummary.R . charts.RollingPerformance.R . charts.RollingRegression.R . charts.TimeSeries.R . checkData.R . checkSeedValue.R . findDrawdowns.R . kurtosis.R . legend.R . lpm.R . maxDrawdown.R . mean.utils.R . na.skip.R . replaceTabs.R . skewness.R . sortDrawdowns.R . table.AnnualizedReturns.R . table.Arbitrary.R . table.Autocorrelation.R . table.CAPM.R . table.CalendarReturns.R . table.CaptureRatios.R . table.Correlation.R . table.Distributions.R . table.DownsideRisk.R . table.DownsideRiskRatio.R . table.Drawdowns.R . table.DrawdownsRatio.R . table.HigherMoments.R . table.InformationRatio.R . table.MonthlyReturns.R . table.ProbOutperformance.R . table.RollingPeriods.R . table.SpecificRisk.R . table.UpDownRatios.R . table.Variability.R . test_returns.R . test_weights.R . textplot.R . to.period.contributions.R . zerofill.R . zzz.R . Full PerformanceAnalytics package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by
helping add
Reviews / comments / questions /suggestions ↴↴↴
Today's Hot Picks in Authors and Packages
tropAlgebra
It includes functions like tropical addition, tropical multiplication for vectors and matrices. In t ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Muhammad Kashif Hanif (view profile)
dmlalg
Implementation of double machine learning (DML) algorithms in R,
based on Emmenegger and Buehlmann ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Corinne Emmenegger (view profile)
quickcode
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
composits
A compositional multivariate and univariate time series outlier ensemble.It uses the four R packages ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Sevvandi Kandanaarachchi (view profile)
Rfast2
A collection of fast statistical and utility functions for data analysis. Functions for regression, ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Manos Papadakis (view profile)
wordspace
An interactive laboratory for research on distributional semantic models ('DSM', see < ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Stephanie Evert (view profile)