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Old 10-15-2012, 12:28 PM
Lifeng Sun
Default Bug#690546: ITP: performanceanalytics -- GNU R econometric package for performance and risk analysis

Package: wnpp
Severity: wishlist
Owner: Lifeng Sun <lifongsun@gmail.com>
X-Debbugs-Cc: debian-devel@lists.debian.org

* Package name : performanceanalytics
Version :
Upstream Author : Peter Carl, Brian G. Peterson, Kris Boudt, Eric Zivot
* URL : http://r-forge.r-project.org/projects/returnanalytics/
* License : GPL-3
Description : GNU R econometric package for performance and risk analysis

PerformanceAnalytics provides a collection of econometric functions for
performance and risk analysis. It 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



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