Package: PeerPerformance 2.2.5

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>.

Authors:David Ardia [aut, cre], Kris Boudt [aut], Nabil Bouamara [ctb]

PeerPerformance_2.2.5.tar.gz
PeerPerformance_2.2.5.zip(r-4.5)PeerPerformance_2.2.5.zip(r-4.4)PeerPerformance_2.2.5.zip(r-4.3)
PeerPerformance_2.2.5.tgz(r-4.4-any)PeerPerformance_2.2.5.tgz(r-4.3-any)
PeerPerformance_2.2.5.tar.gz(r-4.5-noble)PeerPerformance_2.2.5.tar.gz(r-4.4-noble)
PeerPerformance_2.2.5.tgz(r-4.4-emscripten)PeerPerformance_2.2.5.tgz(r-4.3-emscripten)
PeerPerformance.pdf |PeerPerformance.html✨
PeerPerformance/json (API)
NEWS

# Install 'PeerPerformance' in R:
install.packages('PeerPerformance', repos = c('https://ardiad.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/ardiad/peerperformance/issues

Datasets:

On CRAN:

alphafinancefundsperformance-analysisperformance-metricsscreeningsharpe

3.78 score 12 stars 8 scripts 401 downloads 7 exports 4 dependencies

Last updated 3 years agofrom:17da4d3d3f. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 23 2024
R-4.5-winOKOct 23 2024
R-4.5-linuxOKOct 23 2024
R-4.4-winOKOct 23 2024
R-4.4-macOKOct 23 2024
R-4.3-winOKOct 23 2024
R-4.3-macOKOct 23 2024

Exports:alphaScreeningmsharpemsharpeScreeningmsharpeTestingsharpesharpeScreeningsharpeTesting

Dependencies:latticelmtestsandwichzoo