Package: PerformanceAnalytics
Type: Package
Title: Econometric Tools for Performance and Risk Analysis
Authors@R: c(
  person(given=c("Brian","G."),family="Peterson",role=c("cre","aut","cph"), email="brian@braverock.com")
  , person(given="Peter",family="Carl",role=c("aut","cph"), email="peter@braverock.com")
  , person(given="Kris",family="Boudt",role=c("ctb","cph"))
  , person(given="Ross",family="Bennett",role="ctb")
  , person(given="Joshua",family="Ulrich",role="ctb")
  , person(given="Eric",family="Zivot",role="ctb")
  , person(given="Dries",family="Cornilly",role="ctb")
  , person(given="Eric",family="Hung",role="ctb")
  , person(given="Matthieu",family="Lestel",role="ctb")
  , person(given="Kyle",family="Balkissoon",role="ctb")
  , person(given="Diethelm",family="Wuertz",role="ctb")
  , person(given=c("Anthony","Alexander"),family="Christidis",role="ctb")
  , person(given="R. Douglas",family="Martin",role="ctb")
  , person(given=c("Zeheng", "Zenith"),family="Zhou",role="ctb")
  , person(given=c("Justin", "M."),family="Shea",role="ctb")
  , person(given="Dhairya",family="Jain",role="ctb")
  , person(given="Talgat",family="Daniyarov",role="ctb")
  )
Version: 2.1.0
Date: 2026-04-05
Description: Collection of econometric functions for performance and
        risk analysis. In addition to standard risk and performance
        metrics, this package aims to aid practitioners and researchers
        in utilizing the latest research in analysis of non-normal
        return streams.  In general, it is most tested on return
        (rather than price) data on a regular scale, but most functions
        will work with irregular return data as well, and increasing
        numbers of functions will work with P&L or price data where
        possible.
Imports: methods, quadprog, zoo
Depends: R (>= 4.0.0), xts (>= 0.10.0)
Suggests: dygraphs, Hmisc, MASS, quantmod, gamlss, gamlss.dist,
        robustbase, quantreg, ggplot2, vdiffr, RColorBrewer, googleVis,
        plotly, gridExtra, ggpubr, nloptr, rgenoud, RPESE, RobStatTM,
        fit.models, R.rsp, testthat (>= 3.0.0), covr
VignetteBuilder: R.rsp
License: GPL-2 | GPL-3
Encoding: UTF-8
LazyData: true
URL: https://github.com/braverock/PerformanceAnalytics
Copyright: (c) 2004-2026
RoxygenNote: 7.3.3
Config/testthat/edition: 3
Repository: https://braverock.r-universe.dev
Date/Publication: 2026-04-13 20:57:04 UTC
RemoteUrl: https://github.com/braverock/performanceanalytics
RemoteRef: HEAD
RemoteSha: c079aea14727f68b5bfcc1e90292ceeb8a1f22e7
NeedsCompilation: yes
Packaged: 2026-06-24 12:31:02 UTC; root
Author: Brian G. Peterson [cre, aut, cph],
  Peter Carl [aut, cph],
  Kris Boudt [ctb, cph],
  Ross Bennett [ctb],
  Joshua Ulrich [ctb],
  Eric Zivot [ctb],
  Dries Cornilly [ctb],
  Eric Hung [ctb],
  Matthieu Lestel [ctb],
  Kyle Balkissoon [ctb],
  Diethelm Wuertz [ctb],
  Anthony Alexander Christidis [ctb],
  R. Douglas Martin [ctb],
  Zeheng Zenith Zhou [ctb],
  Justin M. Shea [ctb],
  Dhairya Jain [ctb],
  Talgat Daniyarov [ctb]
Maintainer: Brian G. Peterson <brian@braverock.com>