PerformanceAnalytics/DESCRIPTION at master · braverock/PerformanceAnalytics · GitHub

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Package: PerformanceAnalytics
Type: Package
Title: Econometric Tools for Performance and Risk Analysis
Authors@R: 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="Dries",family="Cornilly",role="ctb")
  , person(given="Eric",family="Hung",role="ctb")
  , person(given="Matthieu",family="Lestel",role="ctb")
  , person(given="Kyle",family="Balkissoon",role="ctb")
  , person(given="Diethelm",family="Wuertz",role="ctb")
  , person(given=c("Anthony","Alexander"),family="Christidis",role="ctb")
  , person(given="R. Douglas",family="Martin",role="ctb")
  , person(given=c("Zeheng", "Zenith"),family="Zhou",role="ctb")
  , person(given=c("Justin", "M."),family="Shea",role="ctb")
  , person(given="Dhairya",family="Jain",role="ctb")
  , person(given="Talgat",family="Daniyarov",role="ctb")
  )
Version: 2.1.0
Date: 2026-04-05
Description: Collection of econometric functions for performance and risk
    analysis. In addition to standard risk and performance metrics, 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.
Imports:
    methods,
    quadprog,
    zoo
Depends:
    R (>= 4.0.0),
    xts (>= 0.10.0)
Suggests:
    dygraphs,
    Hmisc,
    MASS,
    quantmod,
    gamlss,
    gamlss.dist,
    robustbase,
    quantreg,
    ggplot2,
    vdiffr,
    RColorBrewer,
    googleVis,
    plotly,
    gridExtra,
    ggpubr,
    nloptr,
    rgenoud,
    RPESE,
    RobStatTM,
    fit.models,
    R.rsp,
    testthat (>= 3.0.0),
    covr
VignetteBuilder: R.rsp
License: GPL-2 | GPL-3
Encoding: UTF-8
LazyData: true
URL: https://github.com/braverock/PerformanceAnalytics
Copyright: (c) 2004-2026
RoxygenNote: 7.3.3
Config/testthat/edition: 3