The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

PeerPerformance: Luck-Corrected Peer Performance Analysis in R

Provides functions to perform the peer performance analysis of funds' returns as described in Ardia and Boudt (2018) <doi:10.1016/j.jbankfin.2017.10.014>.

Version: 2.3.1
Depends: parallel, sandwich, lmtest, compiler
Suggests: testthat
Published: 2024-11-13
DOI: 10.32614/CRAN.package.PeerPerformance
Author: David Ardia ORCID iD [aut, cre], Kris Boudt ORCID iD [aut], Nabil Bouamara [ctb], Sebastien Legros [ctb]
Maintainer: David Ardia <david.ardia.ch at gmail.com>
BugReports: https://github.com/ArdiaD/PeerPerformance/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
Copyright: see file COPYRIGHTS
URL: https://github.com/ArdiaD/PeerPerformance
NeedsCompilation: no
Citation: PeerPerformance citation info
Materials: README NEWS
In views: Finance
CRAN checks: PeerPerformance results

Documentation:

Reference manual: PeerPerformance.pdf

Downloads:

Package source: PeerPerformance_2.3.1.tar.gz
Windows binaries: r-devel: PeerPerformance_2.3.1.zip, r-release: PeerPerformance_2.3.1.zip, r-oldrel: PeerPerformance_2.3.1.zip
macOS binaries: r-release (arm64): PeerPerformance_2.3.1.tgz, r-oldrel (arm64): PeerPerformance_2.3.1.tgz, r-release (x86_64): PeerPerformance_2.3.1.tgz, r-oldrel (x86_64): PeerPerformance_2.3.1.tgz
Old sources: PeerPerformance archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=PeerPerformance to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.