Nothing
Linear factor model fitting for asset returns (three major types time series, fundamental and statistical factor models); related risk (volatility, VaR and ES) and performance attribution (factorcontributed vs idiosyncratic returns); tabular displays of risk and performance reports; factor model Monte Carlo, single and multiple imputation methods for simulating returns and backfilling unequal histories.
Package details 


Author  Eric Zivot, Sangeetha Srinivasan and YiAn Chen 
Maintainer  Sangeetha Srinivasan <[email protected]> 
License  GPL2 
Version  2.0.36 
URL  http://rforge.rproject.org/projects/returnanalytics/ 
Package repository  View on RForge 
Installation 
Install the latest version of this package by entering the following in R:

Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.