DESCRIPTION

Package: PerformanceAnalytics
Type: Package
Title: Econometric tools for performance and risk analysis.
Version: 1.1.6
Date: $Date$
Author: Peter Carl, Brian G. Peterson
Maintainer: Brian G. Peterson <brian@braverock.com>
Description: 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.
Depends:
    R (>= 3.0.0),
    zoo,
    xts (>= 0.8-9)
Suggests:
    Hmisc,
    MASS,
    quantmod,
    quadprog,
    gamlss,
    robustbase,
    quantreg,
    gplots,
    ff
License: GPL
URL: http://r-forge.r-project.org/projects/returnanalytics/
Copyright: (c) 2004-2014
Contributors: Kris Boudt,  Diethelm Wuertz, Eric Zivot, Matthieu Lestel
Thanks: A special thanks for additional contributions or patches from
    Stefan Albrecht, Khahn Nygyen, Jeff Ryan,
    Josh Ulrich, Sankalp Upadhyay, Tobias Verbeke,
    H. Felix Wittmann, Ram Ahluwalia, R. Douglas Martin