pa: Performance Attribution for Equity Portfolios
Version 1.2-1

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.

Browse man pages Browse package API and functions Browse package files

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
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("pa")

Man pages

brinson: Creating an object of either class brinson or class...
brinson-class: Class "brinson"
brinsonMulti-class: Class "brinsonMulti"
exposure: Calculate and display the sector exposure of a portfolio
jan: Edited Barra data set in Jan. 2010.
pa-internal: Internal functions in the package
pa-package: Brinson analysis for equity portfolios
plot: Plot the exposure or the return of a brinson, brinsonMulti,...
quarter: Edited Barra data set for Q1, 2010.
regress: Create an object of either class regress or class...
regression-class: Class "regression"
regressionMulti-class: Class "regressionMulti"
returns: Calculate the attribution results
summary: Provide a summary for Brinson or regression analysis
test: A sample portfolio edited based on Barra data set in Jan....
year: Edited Barra data set in year 2010.

Functions

aggregate Source code
bar.plot Source code
brinson Man page Source code
brinson-class Man page
brinsonMulti-class Man page
cat.ret Source code
combine Source code
exposure Man page
exposure,brinson-method Man page
exposure,brinsonMulti-method Man page
exposure,regression-method Man page
exposure,regressionMulti-method Man page
facet.plot Source code
formula.make Source code
jan Man page
pa-package Man page
plot,ANY,ANY-method Man page
plot,brinson,missing-method Man page
plot,brinson-method Man page
plot,brinsonMulti,missing-method Man page
plot,brinsonMulti-method Man page
plot,regression,missing-method Man page
plot,regression-method Man page
plot,regressionMulti,missing-method Man page
plot,regressionMulti-method Man page
plot-methods Man page
quarter Man page
regress Man page Source code
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
pa documentation built on May 19, 2017, 8:52 a.m.