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
10.32614/CRAN.package.PerformanceAnalytics . https://github.com/braverock/PerformanceAnalytics . PerformanceAnalytics results . PerformanceAnalytics.pdf . PerformanceAnalytics Charts and Tables Reference . PerformanceAnalytics Charts and Tables Presentation - Meielisalp - 2007 . PerformanceAnalytics Data Mining Presentation - UseR - 2007 . PerformanceAnalytics_2.0.8.tar.gz . PerformanceAnalytics_2.0.8.zip . PerformanceAnalytics_2.0.8.zip . PerformanceAnalytics_2.0.8.zip . PerformanceAnalytics_2.0.8.tgz . PerformanceAnalytics_2.0.8.tgz . PerformanceAnalytics_2.0.8.tgz . PerformanceAnalytics_2.0.8.tgz . PerformanceAnalytics archive . https://CRAN.R-project.org/package=PerformanceAnalytics .
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 16 Apr. 2025.
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
Today's Hot Picks in Authors and Packages
MM4LMM
The main function MMEst() performs (Restricted) Maximum Likelihood in a variance component mixed mod ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Fabien Laporte (view profile)
apache.sedona
R interface for 'Apache Sedona' based on 'sparklyr'
(). ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Apache Sedona (view profile)
MultiKink
Estimation and inference for multiple kink quantile regression for longitudinal data and the i.i.d d ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Chuang Wan (view profile)
datadictionary
Creates a data dictionary from any dataframe or tibble in your R environment.
You can opt to add va ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Bethany Jones (view profile)
hkclustering
Implements an ensemble algorithm for clustering combining a k-means and a hierarchical clustering ap ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Ilan Fridman Rojas (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)
24,012
R Packages
207,311
Dependencies
64,993
Author Associations
24,013
Publication Badges
