Packaged: Tue Jul 10 04:30:47 2007; brian

Depends: R (>= 2.4.0), zoo, MASS, fBasics, Hmisc, tseries, fPortfolio
Packaged: Sat Dec 29 15:21:27 2007; brian

Suggests: Hmisc, MASS, tseries, fBasics, fPortfolio, fExtremes, quadprog, sn, robustbase
Packaged: Fri Oct 10 11:32:11 2008; brian

Suggests: Hmisc, MASS, tseries, fBasics, fPortfolio, fExtremes, quadprog, sn, robustbase, xts
Packaged: Tue Sep 30 05:37:03 2008; brian

Package: PerformanceAnalytics
Type: Package
Title: Econometric tools for performance and risk analysis.
Version: 1.0.0
Date: 2009-10-23
Author: Peter Carl, Brian G. Peterson
Maintainer: Brian G. Peterson <brian@braverock.com>
Description: 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.
Depends: R (>= 2.9.0), zoo, xts (>= 0.6-8)
Suggests: Hmisc, MASS, tseries, quadprog, sn, robustbase, quantreg
License: GPL
URL: http://braverock.com/R/
Copyright: (c) 2004-2009
Contributors: A special thanks for contributions from Kris Boudt,
Stefan Albrecht, Khahn Nygyen, Sankalp Upadhyay
Packaged: 2009-10-27 11:21:21 UTC; bpeterson
Repository: CRAN
Date/Publication: 2009-10-27 19:46:00

Description: Collection of econometric functions for performance and
risk analysis. This package aims to aid practitioners and
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
Suggests: Hmisc, MASS, tseries, quadprog, sn, robustbase, quantreg,
Packaged: 2010-04-23 18:08:41 UTC; bpeterson

Packaged: 2010-04-07 14:55:08 UTC; bpeterson

Stefan Albrecht, Khahn Nygyen, Sankalp Upadhyay, Jeff Ryan,

Author: Peter Carl, Brian G. Peterson, Kris Boudt, Eric Zivot
Contributors: A special thanks for contributions from Stefan Albrecht,
Khahn Nygyen, Jeff Ryan, Josh Ulrich, Sankalp Upadhyay, Tobias