Files in PerformanceAnalytics
Econometric Tools for Performance and Risk Analysis

DESCRIPTION
NAMESPACE
NEWS
R
R/ActivePremium.R R/AdjustedSharpeRatio.R R/AppraisalRatio.R R/BernadoLedoitratio.R R/BurkeRatio.R R/CAPM.alpha.R R/CAPM.beta.R R/CAPM.dynamic.R R/CAPM.epsilon.R R/CAPM.jensenAlpha.R R/CAPM.utils.R R/CalmarRatio.R R/CoMoments.R R/DRatio.R R/DownsideDeviation.R R/DownsideFrequency.R R/DrawdownPeak.R R/Drawdowns.R R/ES.R R/FamaBeta.R R/Frequency.R R/HerfindahlIndex.R R/HurstIndex.R R/InformationRatio.R R/Kappa.R R/KellyRatio.R R/M2Sortino.R R/MSquared.R R/MSquaredExcess.R R/MarketTiming.R R/MartinRatio.R R/MeanAbsoluteDeviation.R R/Modigliani.R R/MultivariateMoments.R R/NetSelectivity.R R/Omega.R R/OmegaExcessReturn.R R/OmegaSharpeRatio.R R/PainIndex.R R/PainRatio.R R/PortfolioRisk.R R/ProspectRatio.R R/Return.Geltner.R R/Return.annualized.R R/Return.annualized.excess.R R/Return.calculate.R R/Return.clean.R R/Return.cumulative.R R/Return.excess.R R/Return.portfolio.R R/Return.read.R R/Return.relative.R R/Selectivity.R R/SemiDeviation.R R/SharpeRatio.R R/SharpeRatio.annualized.R R/SkewnessKurtosisRatio.R R/SmoothingIndex.R R/SortinoRatio.R R/SpecificRisk.R R/StdDev.R R/StdDev.annualized.R R/SystematicRisk.R R/TotalRisk.R R/TrackingError.R R/TreynorRatio.R R/UlcerIndex.R R/UpDownRatios.R R/UpsideFrequency.R R/UpsidePotentialRatio.R R/UpsideRisk.R R/VaR.Marginal.R R/VaR.R R/VolatilitySkewness.R R/apply.fromstart.R R/apply.rolling.R R/chart.ACF.R R/chart.ACFplus.R R/chart.Bar.R R/chart.BarVaR.R R/chart.Boxplot.R R/chart.CaptureRatios.R R/chart.Correlation.R R/chart.CumReturns.R R/chart.Drawdown.R R/chart.ECDF.R R/chart.Events.R R/chart.Histogram.R R/chart.QQPlot.R R/chart.Regression.R R/chart.RelativePerformance.R R/chart.RiskReturnScatter.R R/chart.RollingCorrelation.R R/chart.RollingMean.R R/chart.RollingPerformance.R R/chart.RollingQuantileRegression.R R/chart.RollingRegression.R R/chart.Scatter.R R/chart.SnailTrail.R R/chart.StackedBar.R R/chart.TimeSeries.R R/chart.TimeSeries.base.R R/chart.VaRSensitivity.R R/charts.Bar.R R/charts.BarVaR.R R/charts.PerformanceSummary.R R/charts.RollingPerformance.R R/charts.RollingRegression.R R/charts.TimeSeries.R R/checkData.R R/findDrawdowns.R R/kurtosis.R R/legend.R R/lpm.R R/maxDrawdown.R R/mean.utils.R R/na.skip.R R/replaceTabs.R R/skewness.R R/sortDrawdowns.R R/table.AnnualizedReturns.R R/table.Arbitrary.R R/table.Autocorrelation.R R/table.CAPM.R R/table.CalendarReturns.R R/table.CaptureRatios.R R/table.Correlation.R R/table.Distributions.R R/table.DownsideRisk.R R/table.DownsideRiskRatio.R R/table.Drawdowns.R R/table.DrawdownsRatio.R R/table.HigherMoments.R R/table.InformationRatio.R R/table.MonthlyReturns.R R/table.ProbOutperformance.R R/table.RollingPeriods.R R/table.SpecificRisk.R R/table.UpDownRatios.R R/table.Variability.R R/textplot.R R/zerofill.R R/zzz.R
build
build/vignette.rds
data
data/edhec.csv.bz2
data/edhec.rda
data/managers.csv.bz2
data/managers.rda
data/portfolio_bacon.csv.gz
data/portfolio_bacon.rda
data/prices.rda
data/weights.rda
inst
inst/doc
inst/doc/PA-Bacon.R
inst/doc/PA-Bacon.Rnw
inst/doc/PA-Bacon.pdf inst/doc/PA-charts.R
inst/doc/PA-charts.Rnw
inst/doc/PA-charts.pdf inst/doc/PerformanceAnalyticsChartsPresentation-Meielisalp-2007.R
inst/doc/PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw
inst/doc/PerformanceAnalyticsChartsPresentation-Meielisalp-2007.pdf inst/doc/PerformanceAnalyticsPresentation-UseR-2007.R
inst/doc/PerformanceAnalyticsPresentation-UseR-2007.Rnw
inst/doc/PerformanceAnalyticsPresentation-UseR-2007.pdf inst/doc/portfolio_returns.R
inst/doc/portfolio_returns.Rnw
inst/doc/portfolio_returns.pdf inst/doc/textplotPresentation-CRUG-2011.R
inst/doc/textplotPresentation-CRUG-2011.Rnw
inst/doc/textplotPresentation-CRUG-2011.pdf
man
man/ActivePremium.Rd man/AdjustedSharpeRatio.Rd man/AppraisalRatio.Rd man/AverageDrawdown.Rd man/AverageLength.Rd man/AverageRecovery.Rd man/BernardoLedoitRatio.Rd man/BetaCoMoments.Rd man/BurkeRatio.Rd man/CAPM.RiskPremium.Rd man/CAPM.alpha.Rd man/CAPM.beta.Rd man/CAPM.dynamic.Rd man/CAPM.epsilon.Rd man/CAPM.jensenAlpha.Rd man/CDD.Rd man/CalmarRatio.Rd man/CoMoments.Rd man/DRatio.Rd man/DownsideDeviation.Rd man/DownsideFrequency.Rd man/DrawdownDeviation.Rd man/DrawdownPeak.Rd man/ES.Rd man/FamaBeta.Rd man/Frequency.Rd man/HurstIndex.Rd man/InformationRatio.Rd man/Kappa.Rd man/KellyRatio.Rd man/M2Sortino.Rd man/MSquared.Rd man/MSquaredExcess.Rd man/MarketTiming.Rd man/MartinRatio.Rd man/MeanAbsoluteDeviation.Rd man/Modigliani.Rd man/NetSelectivity.Rd man/Omega.Rd man/OmegaExcessReturn.Rd man/OmegaSharpeRatio.Rd man/PainIndex.Rd man/PainRatio.Rd man/PerformanceAnalytics-package.Rd man/ProspectRatio.Rd man/Return.Geltner.Rd man/Return.annualized.Rd man/Return.annualized.excess.Rd man/Return.calculate.Rd man/Return.clean.Rd man/Return.cumulative.Rd man/Return.excess.Rd man/Return.portfolio.Rd man/Return.read.Rd man/Return.relative.Rd man/Selectivity.Rd man/SharpeRatio.Rd man/SharpeRatio.annualized.Rd man/SkewnessKurtosisRatio.Rd man/SmoothingIndex.Rd man/SortinoRatio.Rd man/SpecificRisk.Rd man/StdDev.Rd man/StdDev.annualized.Rd man/SystematicRisk.Rd man/TotalRisk.Rd man/TrackingError.Rd man/TreynorRatio.Rd man/UlcerIndex.Rd man/UpDownRatios.Rd man/UpsideFrequency.Rd man/UpsidePotentialRatio.Rd man/UpsideRisk.Rd man/VaR.Rd man/VolatilitySkewness.Rd man/apply.fromstart.Rd man/apply.rolling.Rd man/centeredmoments.Rd man/chart.ACF.Rd man/chart.Bar.Rd man/chart.BarVaR.Rd man/chart.Boxplot.Rd man/chart.CaptureRatios.Rd man/chart.Correlation.Rd man/chart.CumReturns.Rd man/chart.Drawdown.Rd man/chart.ECDF.Rd man/chart.Events.Rd man/chart.Histogram.Rd man/chart.QQPlot.Rd man/chart.Regression.Rd man/chart.RelativePerformance.Rd man/chart.RiskReturnScatter.Rd man/chart.RollingCorrelation.Rd man/chart.RollingMean.Rd man/chart.RollingPerformance.Rd man/chart.RollingRegression.Rd man/chart.Scatter.Rd man/chart.SnailTrail.Rd man/chart.StackedBar.Rd man/chart.TimeSeries.Rd man/chart.VaRSensitivity.Rd man/charts.PerformanceSummary.Rd man/charts.RollingPerformance.Rd man/checkData.Rd man/clean.boudt.Rd man/edhec.Rd man/findDrawdowns.Rd man/kurtosis.Rd man/legend.Rd man/lpm.Rd man/managers.Rd man/maxDrawdown.Rd man/mean.geometric.Rd man/portfolio_bacon.Rd man/prices.Rd man/skewness.Rd man/sortDrawdowns.Rd man/table.AnnualizedReturns.Rd man/table.Arbitrary.Rd man/table.Autocorrelation.Rd man/table.CAPM.Rd man/table.CalendarReturns.Rd man/table.CaptureRatios.Rd man/table.Correlation.Rd man/table.Distributions.Rd man/table.DownsideRisk.Rd man/table.DownsideRiskRatio.Rd man/table.Drawdowns.Rd man/table.DrawdownsRatio.Rd man/table.HigherMoments.Rd man/table.InformationRatio.Rd man/table.MonthlyReturns.Rd man/table.ProbOutPerformance.Rd man/table.RollingPeriods.Rd man/table.SpecificRisk.Rd man/table.Variability.Rd man/textplot.Rd man/weights.Rd man/zerofill.Rd
src
src/Makevars
src/Makevars.win
src/momentF.f90
tests
tests/Examples
tests/Examples/PerformanceAnalytics-Ex.Rout.save
vignettes
vignettes/PA-Bacon.Rnw
vignettes/PA-charts.Rnw
vignettes/PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw
vignettes/PerformanceAnalyticsGraphicalExamples.pdf
vignettes/PerformanceAnalyticsPresentation-UseR-2007.Rnw
vignettes/Rlogo.jpg
vignettes/portfolio_returns.Rnw
vignettes/textplotPresentation-CRUG-2011.Rnw
PerformanceAnalytics documentation built on May 31, 2017, 3:16 a.m.