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pa: Performance Attribution for Equity Portfolios

It provides tools for conducting performance attribution for equity portfolios. The package uses two methods: the Brinson method and a regression-based analysis.

Version:1.2-4
Depends:R (≥ 2.10)
Imports:ggplot2, methods, grid
Published:2023-08-21
DOI:10.32614/CRAN.package.pa
Author:Yang Lu [aut, cre], David Kane [aut]
Maintainer:Yang Lu <yang.lu2014 at gmail.com>
License:GPL-2
NeedsCompilation:no
In views:Finance
CRAN checks:pa results

Documentation:

Reference manual:pa.html ,pa.pdf
Vignettes:Using the pa package (source,R code)

Downloads:

Package source: pa_1.2-4.tar.gz
Windows binaries: r-devel:pa_1.2-4.zip, r-release:pa_1.2-4.zip, r-oldrel:pa_1.2-4.zip
macOS binaries: r-release (arm64):pa_1.2-4.tgz, r-oldrel (arm64):pa_1.2-4.tgz, r-release (x86_64):pa_1.2-4.tgz, r-oldrel (x86_64):pa_1.2-4.tgz
Old sources: pa archive

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=pato link to this page.


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