pa: Performance Attribution for Equity Portfolios

A package that provides tools for conducting performance attribution for equity portfolios. The package uses two methods: the Brinson method and a regression-based analysis.

Install the latest version of this package by entering the following in R:
install.packages("pa")
AuthorYang Lu [aut, cre], David Kane [aut]
Date of publication2013-12-21 16:18:56
MaintainerYang Lu <yang.lu2014@gmail.com>
LicenseGPL-2
Version1.2-1

View on CRAN

Functions

brinson Man page
brinson-class Man page
brinsonMulti-class Man page
exposure Man page
exposure,brinson-method Man page
exposure,brinsonMulti-method Man page
exposure,regression-method Man page
exposure,regressionMulti-method Man page
jan Man page
pa-package Man page
plot,ANY,ANY-method Man page
plot,brinson-method Man page
plot,brinson,missing-method Man page
plot,brinsonMulti-method Man page
plot,brinsonMulti,missing-method Man page
plot-methods Man page
plot,regression-method Man page
plot,regression,missing-method Man page
plot,regressionMulti-method Man page
plot,regressionMulti,missing-method Man page
quarter Man page
regress Man page
regression-class Man page
regressionMulti-class Man page
returns Man page
returns,brinson-method Man page
returns,brinsonMulti-method Man page
returns,regression-method Man page
returns,regressionMulti-method Man page
show,brinson-method Man page
show,brinsonMulti-method Man page
show,regression-method Man page
show,regressionMulti-method Man page
summary Man page
summary,brinson-method Man page
summary,brinsonMulti-method Man page
summary,regression-method Man page
summary,regressionMulti-method Man page
test Man page
year Man page

Files

inst
inst/doc
inst/doc/LuKane_RJournal_submission_final.pdf
inst/doc/pa.Rnw
inst/doc/pa.R
inst/doc/pa.pdf
tests
tests/exposure.test.R tests/returns.test.R tests/brinson.test.R
tests/regress.test.RData
tests/returns.test.RData
tests/exposure.test.RData
tests/summary.test.RData
tests/show.test.R
tests/show.test.RData
tests/brinson.test.RData
tests/regress.test.R tests/summary.test.R
NAMESPACE
data
data/test.RData
data/quarter.RData
data/jan.RData
data/year.RData
data/datalist
R
R/AllClasses.R R/AllGenerics.R R/exposure.R R/plot.R R/internals.R R/regress.R R/returns.R R/show.R R/summary.R R/brinson.R
vignettes
vignettes/pa.bib
vignettes/pa.Rnw
MD5
build
build/vignette.rds
DESCRIPTION
man
man/year.Rd man/pa-package.Rd man/jan.Rd man/pa-internal.Rd man/exposure.Rd man/quarter.Rd man/brinson.Rd man/brinsonMulti-class.Rd man/regression-class.Rd man/test.Rd man/regressionMulti-class.Rd man/returns.Rd man/brinson-class.Rd man/plot.Rd man/summary.Rd man/regress.Rd
.Rinstignore

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.