Hmisc, MASS, tseries, fBasics, fPortfolio, fExtremes, quadprog, sn, robustbase

Hmisc, MASS, tseries, fBasics, fPortfolio, fExtremes, quadprog, sn, robustbase, xts

Library of econometric functions for performance and risk
analysis. This library aims to aid practitioners and
researchers in utilizing the latest research in analysis of
non-normal return streams.  In general, this library is most
tested on return (rather than price) data on a monthly scale,
but most functions will work with daily or irregular return
data as well.
Hmisc, MASS, tseries, quadprog, sn, robustbase, quantreg
A special thanks for contributions from Kris Boudt,
Stefan Albrecht, Khahn Nygyen, Sankalp Upadhyay

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.
Hmisc, MASS, tseries, quadprog, sn, robustbase, quantreg,
SparseM

A special thanks for contributions from Kris Boudt,
Stefan Albrecht, Khahn Nygyen, Sankalp Upadhyay, Jeff Ryan,
Josh Ulrich

Peter Carl, Brian G. Peterson, Kris Boudt, Eric Zivot
Hmisc, MASS, tseries, quadprog, sn, robustbase, quantreg,
gplots, ff
A special thanks for contributions from Stefan Albrecht,
Khahn Nygyen, Jeff Ryan, Josh Ulrich, Sankalp Upadhyay, Tobias
Verbeke, H. Felix Wittmann

Kris Boudt, Diethelm Wuertz, Eric Zivot, Matthieu Lestel
A special thanks for additional contributions from Stefan
Albrecht, Khahn Nygyen, Jeff Ryan, Josh Ulrich, Sankalp
Upadhyay, Tobias Verbeke, H. Felix Wittmann, Ram Ahluwalia

Econometric tools for performance and risk analysis
c(
person(given=c("Brian","G."),family="Peterson",role=c("cre","aut","cph"), email="brian@braverock.com")
, person(given="Peter",family="Carl",role=c("aut","cph"), email="peter@braverock.com")
, person(given="Kris",family="Boudt",role=c("ctb","cph"))
, person(given="Ross",family="Bennett",role="ctb")
, person(given="Joshua",family="Ulrich",role="ctb")
, person(given="Eric",family="Zivot",role="ctb")
, person(given="Matthieu",family="Lestel",role="ctb")
, person(given="Kyle",family="Balkissoon",role="ctb")
, person(given="Diethelm",family="Wuertz",role="ctb")
)
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.
Hmisc, MASS, quantmod, gamlss, gamlss.dist, robustbase,
quantreg, gplots
Brian G. Peterson [cre, aut, cph],
Peter Carl [aut, cph],
Kris Boudt [ctb, cph],
Ross Bennett [ctb],
Joshua Ulrich [ctb],
Eric Zivot [ctb],
Matthieu Lestel [ctb],
Kyle Balkissoon [ctb],
Diethelm Wuertz [ctb]