BSD Ports

finance/R-cran-PerformanceAnalytics 2.0.8 DragonFly

Econometric tools for performance and risk analysis

System
DragonFly
Repository
DPorts
Maintainer
[email protected] (as in FreeBSD)
License
GPLv2+
Categories
finance
Package size
2091.7 KiB, 2638.9 KiB installed

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.

In the other systems

SystemPortVersion
DragonFlyfinance/R-cran-PerformanceAnalytics2.0.8
FreeBSDfinance/R-cran-PerformanceAnalytics2.1.0

Install

Binary package:

pkg install R-cran-PerformanceAnalytics

From DPorts:

cd /usr/dports/finance/R-cran-PerformanceAnalytics && make install clean

Dependencies

Run dependencies 5

No port depends on this one.