PerformanceAnalytics (Q21974)

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Econometric Tools for Performance and Risk Analysis
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    PerformanceAnalytics
    Econometric Tools for Performance and Risk Analysis

      Statements

      instance of
      R package
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      last update
      6 February 2020
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      software version identifier
      2.0.4
      publication date
      6 February 2020
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      author
      Brian G. Peterson
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      Peter Carl
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      imports
      methods
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      quadprog
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      zoo
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      programmed in
      R
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      depends on software
      R
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      xts
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      similar software
      R
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      TTR
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      xts
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      quantmod
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      tseries
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      Rugarch
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      QRM
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      RMetrics
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      rmgarch
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      Keras
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      RMSprop
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      caret
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      itsmr
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      GitHub
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      QuantQuote
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      xlsx
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      zoo
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      dplyr
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      sandwich
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      lmtest
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      Identifiers

      swMATH work ID
      9997
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      Mathematics Subject Classification ID
      60
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      62
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      68
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      90
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      91
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      65
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      82
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