API for R-Finance/PerformanceAnalytics
Econometric tools for performance and risk analysis.

Global functions
ActivePremium Man page
ActiveReturn Man page
AdjustedSharpeRatio Man page Source code
AppraisalRatio Man page Source code
AverageDrawdown Man page Source code
AverageRecovery Man page Source code
BernardoLedoitRatio Man page Source code
BetaCoKurtosis Man page Source code
BetaCoMoments Man page
BetaCoSkewness Man page Source code
BetaCoVariance Man page Source code
BurkeRatio Man page Source code
CAPM.CML Man page
CAPM.CML.slope Man page
CAPM.RiskPremium Man page Source code
CAPM.SML.slope Man page Source code
CAPM.alpha Man page
CAPM.beta Man page
CAPM.beta.bear Man page Source code
CAPM.beta.bull Man page Source code
CAPM.dynamic Man page
CAPM.epsilon Man page
CAPM.jensenAlpha Man page
CAPM.utils Man page
CDD Man page Source code
CDaR Man page
CVaR Man page
CalculateReturns Man page Source code
CalmarRatio Man page Source code
CoKurtosis Man page Source code
CoKurtosisMatrix Source code
CoMoments Man page
CoSkewness Man page Source code
CoSkewnessMatrix Source code
CoVariance Man page Source code
DRatio Man page Source code
DownsideDeviation Man page Source code
DownsideFrequency Man page Source code
DownsidePotential Man page Source code
DrawdownDeviation Man page Source code
DrawdownPeak Man page Source code
Drawdowns Man page Source code
ES Man page Source code
ES.CornishFisher Source code
ES.CornishFisher.portfolio Source code
ES.Gaussian Source code
ES.Gaussian.portfolio Source code
ES.historical Source code
ES.historical.portfolio Source code
ES.kernel.portfolio Source code
ETL Man page
FamaBeta Man page Source code
Frequency Man page Source code
GES.MM Source code
GVaR.MM Source code
HerfindahlIndex Source code
HurstIndex Man page Source code
InformationRatio Man page Source code
Ipower Source code
Kappa Man page Source code
KellyRatio Man page Source code
M2Sortino Man page Source code
M3.MM Source code
M4.MM Source code
MSquared Man page Source code
MSquaredExcess Man page Source code
MarketTiming Man page Source code
MartinRatio Man page Source code
MeanAbsoluteDeviation Man page Source code
Modigliani Man page Source code
NetSelectivity Man page Source code
Omega Man page Source code
OmegaExcessReturn Man page Source code
OmegaExessReturn Man page
OmegaSharpeRatio Man page Source code
PainIndex Man page Source code
PainRatio Man page Source code
PerformanceAnalytics Man page
PerformanceAnalytics-package Man page
PerformanceAnalytics.internal Man page
Portmean Source code
Portsd Source code
ProspectRatio Man page Source code
RescaledRange Source code
Return.Geltner Man page Source code
Return.annualized Man page Source code
Return.annualized.excess Man page Source code
Return.calculate Man page Source code
Return.centered Man page Source code
Return.clean Man page Source code
Return.cumulative Man page Source code
Return.excess Man page Source code
Return.portfolio Man page
Return.read Man page Source code
Return.rebalancing Man page
Return.relative Man page Source code
SFM.CML Man page
SFM.CML.slope Man page
SFM.RiskPremium Man page
SFM.SML.slope Man page
SFM.alpha Man page
SFM.beta Man page
SFM.dynamic Man page
SFM.epsilon Man page
SFM.jensenAlpha Man page
SFM.utils Man page
SR.GES.MM Source code
SR.GVaR.MM Source code
SR.StdDev.MM Source code
SR.mES.MM Source code
SR.mVaR.MM Source code
Selectivity Man page Source code
SemiDeviation Man page Source code
SemiVariance Man page Source code
SharpeRatio Man page Source code
SharpeRatio.annualized Man page Source code
SharpeRatio.modified Man page Source code
Skewness-KurtosisRatio Man page
SkewnessKurtosisRatio Man page Source code
SmoothingIndex Man page Source code
SortinoRatio Man page Source code
SpecificRisk Man page Source code
StdDev Man page Source code
StdDev.MM Source code
StdDev.annualized Man page
SterlingRatio Man page Source code
SystematicRisk Man page Source code
TimingRatio Man page Source code
TotalRisk Man page Source code
TrackingError Man page Source code
TreynorRatio Man page Source code
UPR Man page Source code
UlcerIndex Man page Source code
UpDownRatios Man page Source code
UpsideFrequency Man page Source code
UpsidePotentialRatio Man page Source code
UpsideRisk Man page Source code
VaR Man page Source code
VaR.CornishFisher Man page Source code
VaR.CornishFisher.portfolio Source code
VaR.Gaussian Source code
VaR.Gaussian.portfolio Source code
VaR.Marginal Source code
VaR.historical Source code
VaR.historical.portfolio Source code
VaR.kernel.portfolio Source code
VolatilitySkewness Man page Source code
allsymbols Man page
apply.fromstart Man page Source code
apply.rolling Man page Source code
beta Source code
bluefocus Man page
bluemono Man page
bond.dates Man page
bond.labels Man page
bootstrapComponentES Source code
bootstrapComponentVaR Source code
bootstrapES Source code
bootstrapESreport Source code
bootstrapIncrementalES Source code
bootstrapIncrementalVaR Source code
bootstrapMarginalES Source code
bootstrapMarginalVaR Source code
bootstrapPortfolioES Source code
bootstrapPortfolioVaR Source code
bootstrapVaR Source code
bootstrapVaRreport Source code
centeredcomoment Man page Source code
centeredmoment Man page Source code
chart.ACF Man page Source code
chart.ACFplus Man page Source code
chart.Bar Man page Source code
chart.BarVaR Man page Source code
chart.Boxplot Man page Source code
chart.CaptureRatios Man page Source code
chart.Correlation Man page Source code
chart.CumReturns Man page Source code
chart.Drawdown Man page Source code
chart.ECDF Man page Source code
chart.Events Man page Source code
chart.Histogram Man page Source code
chart.QQPlot Man page Source code
chart.Regression Man page Source code
chart.RelativePerformance Man page Source code
chart.RiskReturnScatter Man page Source code
chart.RollingCorrelation Man page Source code
chart.RollingMean Man page Source code
chart.RollingPerformance Man page Source code
chart.RollingQuantileRegression Man page Source code
chart.RollingRegression Man page Source code
chart.Scatter Man page Source code
chart.SnailTrail Man page Source code
chart.StackedBar Man page Source code
chart.StackedBar.matrix Source code
chart.StackedBar.xts Source code
chart.TimeSeries Man page Source code
chart.VaRSensitivity Man page Source code
charts.Bar Man page Source code
charts.BarVaR Man page Source code
charts.PerformanceSummary Man page Source code
charts.RollingPerformance Man page Source code
charts.RollingRegression Man page Source code
charts.TimeSeries Man page Source code
checkData Man page Source code
checkDataMatrix Source code
checkDataVector Source code
checkDataZoo Source code
clean.boudt Man page Source code
closedsymbols Man page
cycles.dates Man page
dark6equal Man page
dark8equal Man page
derIpower Source code
derportm2 Source code
derportm3 Source code
derportm4 Source code
edhec Man page
equity.dates Man page
equity.labels Man page
even Source code
fillsymbols Man page
findDrawdowns Man page Source code
greenfocus Man page
greenmono Man page
grey6mono Man page
grey8mono Man page
kernel Source code
kurtosis Man page Source code
kurtosis.MM Source code
legend Man page Source code
linesymbols Man page
lpm Man page Source code
mES.MM Source code
mVaR.MM Source code
macro.dates Man page
macro.labels Man page
managers Man page
maxDrawdown Man page Source code
mean.LCL Man page Source code
mean.UCL Man page Source code
mean.geometric Man page Source code
mean.stderr Man page Source code
mean.utils Man page
modifiedComponentVaR Source code
modifiedIncrementalVaR Source code
modifiedMarginalVaR Source code
modifiedPortfolioVaR Source code
modifiedVaR Source code
modifiedVaRreport Source code
multivariate_mean Source code
na.skip Source code
normalComponentVaR Source code
normalES Source code
normalIncrementalES Source code
normalIncrementalVaR Source code
normalMarginalVaR Source code
normalPortfolioES Source code
normalPortfolioVaR Source code
normalVaR Source code
normalVaRreport Source code
odd Source code
onLoad Source code
opensymbols Man page
operES.CornishFisher Source code
operES.CornishFisher.portfolio Source code
portfolio_bacon Man page
portm2 Source code Source code
portm3 Source code Source code
portm4 Source code
prices Man page
pvalJB Source code
rCornishFisher Source code
rainbow10equal Man page
rainbow12equal Man page
rainbow6equal Man page
rainbow8equal Man page
redfocus Man page
redmono Man page
replaceTabs Man page Source code
replaceTabs.inner Man page Source code
rich10equal Man page
rich12equal Man page
rich6equal Man page
rich8equal Man page
risk.dates Man page
risk.labels Man page
sd.annualized Man page
sd.multiperiod Man page Source code
set6equal Man page
set8equal Man page
setalphaprob Source code
skewness Man page Source code
skewness.MM Source code
sortDrawdowns Man page Source code
statsTable Man page Source code
table.AnnualizedReturns Man page Source code
table.Arbitrary Man page Source code
table.Autocorrelation Man page Source code
table.CAPM Man page
table.CalendarReturns Man page Source code
table.CaptureRatios Man page Source code
table.Correlation Man page Source code
table.Distributions Man page Source code
table.DownsideRisk Man page Source code
table.DownsideRiskRatio Man page Source code
table.Drawdowns Man page Source code
table.DrawdownsRatio Man page Source code
table.HigherMoments Man page Source code
table.InformationRatio Man page Source code
table.MonthlyReturns Man page
table.Returns Man page Source code
table.RollingPeriods Man page
table.SFM Man page
table.SpecificRisk Man page Source code
table.Stats Man page Source code
table.TrailingPeriods Man page Source code
table.TrailingPeriodsRel Man page Source code
table.UpDownRatios Man page Source code
table.VaR.CornishFisher.portfolio Source code
table.Variability Man page Source code
textplot Man page Source code
textplot.character Man page Source code
textplot.data.frame Man page Source code
textplot.default Man page Source code
textplot.matrix Man page Source code
tim10equal Man page
tim12equal Man page
tim6equal Man page
tim8equal Man page
tol10qualitative Man page
tol11qualitative Man page
tol12qualitative Man page
tol14rainbow Man page
tol15rainbow Man page
tol18rainbow Man page
tol1qualitative Man page
tol21rainbow Man page
tol2qualitative Man page
tol3qualitative Man page
tol4qualitative Man page
tol5qualitative Man page
tol6qualitative Man page
tol7qualitative Man page
tol8qualitative Man page
tol9qualitative Man page
weights Man page
zerofill Man page Source code
R-Finance/PerformanceAnalytics documentation built on May 9, 2017, 8:45 p.m.