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.

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

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