ArdiaD/PeerPerformance: Luck-Corrected Peer Performance Analysis in R

Provides functions to perform the peer performance analysis of funds' returns as described in Ardia and Boudt (2018) <doi:10.1016/j.jbankfin.2017.10.014>.

Getting started

Package details

MaintainerDavid Ardia <david.ardia.ch@gmail.com>
LicenseGPL (>= 2)
Version2.2.5
URL https://github.com/ArdiaD/PeerPerformance
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("ArdiaD/PeerPerformance")
ArdiaD/PeerPerformance documentation built on May 22, 2021, 4:35 a.m.