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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: | 2.2.5 |
Depends: | parallel, sandwich, lmtest, compiler |
Suggests: | testthat |
Published: | 2021-05-16 |
DOI: | 10.32614/CRAN.package.PeerPerformance |
Author: | David Ardia [aut, cre], Kris Boudt [aut], Nabil Bouamara [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 |
Reference manual: | PeerPerformance.pdf |
Package source: | PeerPerformance_2.2.5.tar.gz |
Windows binaries: | r-devel: PeerPerformance_2.2.5.zip, r-release: PeerPerformance_2.2.5.zip, r-oldrel: PeerPerformance_2.2.5.zip |
macOS binaries: | r-release (arm64): PeerPerformance_2.2.5.tgz, r-oldrel (arm64): PeerPerformance_2.2.5.tgz, r-release (x86_64): PeerPerformance_2.2.5.tgz, r-oldrel (x86_64): PeerPerformance_2.2.5.tgz |
Old sources: | PeerPerformance archive |
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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.