JFE: Tools for Analyzing Time Series Data of Just Finance and Econometrics

Offers procedures to support financial-economic time series modelling and enhanced procedures for computing the investment performance indices of Bacon (2004) <DOI:10.1002/9781119206309>.

Getting started

Package details

AuthorHo Tsung-wu [aut, cre]
MaintainerHo Tsung-wu <tsungwu@ntnu.edu.tw>
LicenseGPL (>= 2)
Version2.5.9
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("JFE")

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JFE documentation built on April 4, 2025, 5:19 a.m.