_            _    _        _         _
      /\ \         /\ \ /\ \     /\_\      / /\
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      /\__ \     / /\ \ \\ \ \_/ / /     / / /\ \__
     / /_ \ \   / / /\ \ \\ \___/ /     / / /\ \___\
    / / /\ \ \ / / /  \ \_\\ \ \_/      \ \ \ \/___/
   / / /  \/_// / /   / / / \ \ \        \ \ \
  / / /      / / /   / / /   \ \ \   _    \ \ \
 / / /      / / /___/ / /     \ \ \ /_/\__/ / /
/_/ /      / / /____\/ /       \ \_\\ \/___/ /
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r-performanceanalytics 2.0.4
Propagated dependencies: r-quadprog@1.5-8 r-xts@0.14.1 r-zoo@1.8-12
Channel: guix
Location: gnu/packages/cran.scm (gnu packages cran)
Home page: https://r-forge.r-project.org/projects/returnanalytics/
Licenses: GPL 2 GPL 3
Synopsis: Econometric tools for performance and risk analysis
Description:

This is a 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.

Total results: 1