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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.pdf
Vignettes: Using the pa package

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:

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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.