PerformanceAnalytics R package for Performance and Risk Analysis (v0.9.4)
Brian G. Peterson wrote:
PerformanceAnalytics R package for Performance and Risk Analysis We are pleased to release for the use and review of our peers and mentors this R package of econometric tools for performance and risk analysis. This version, v0.9.4, is the second public release of the PerformanceAnalytics package, and the first release to CRAN. This version adds significantly to the documentation and examples over that included with version 0.9.3. We have also added a few additional utility and wrapper functions where we felt they would be of general utility. PerformanceAnalytics R package version 0.9.4 (v1.0rc2) Econometric tools for performance and risk analysis.
<... SNIP ...> Package now on CRAN in source form here: http://cran.r-project.org/src/contrib/Descriptions/PerformanceAnalytics.html no sign of binaries for Windows or OS X yet, so the Windows binary from Martin is still the best bet for now. Binaries for other platforms should appear at the link above as the CRAN binary maintainers compile and test them. Regards, - Brian