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pa  

Performance Attribution for Equity Portfolios
View on CRAN: Click here


Download and install pa package within the R console
Install from CRAN:
install.packages("pa")

Install from Github:
library("remotes")
install_github("cran/pa")

Install by package version:
library("remotes")
install_version("pa", "1.2-4")



Attach the package and use:
library("pa")
Maintained by
Yang Lu
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-06-30
Latest Update: 2023-08-21
Description:
It provides tools for conducting performance attribution for equity portfolios. The package uses two methods: the Brinson method and a regression-based analysis.
How to cite:
Yang Lu (2012). pa: Performance Attribution for Equity Portfolios. R package version 1.2-4, https://cran.r-project.org/web/packages/pa. Accessed 22 Dec. 2024.
Previous versions and publish date:
1.0 (2012-06-30 15:10), 1.1 (2012-11-06 18:22), 1.2-1 (2013-12-21 16:18), 1.2-2 (2022-05-14 12:30), 1.2-3 (2023-07-05 11:10), 1.2 (2013-01-29 23:10)
Other packages that cited pa R package
View pa citation profile
Other R packages that pa depends, imports, suggests or enhances
Complete documentation for pa
Functions, R codes and Examples using the pa R package
Some associated functions: brinson-class . brinson . brinsonMulti-class . exposure . jan . pa-internal . pa-package . plot . quarter . regress . regression-class . regressionMulti-class . returns . summary . test . year . 
Some associated R codes: AllClasses.R . AllGenerics.R . brinson.R . exposure.R . internals.R . plot.R . regress.R . returns.R . show.R . summary.R .  Full pa package functions and examples
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