Package: PeerPerformance 2.3.2

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], Sebastien Legros [ctb], Benjamin Seguin [ctb]

PeerPerformance_2.3.2.tar.gz
PeerPerformance_2.3.2.zip(r-4.7)PeerPerformance_2.3.2.zip(r-4.6)PeerPerformance_2.3.2.zip(r-4.5)
PeerPerformance_2.3.2.tgz(r-4.6-any)PeerPerformance_2.3.2.tgz(r-4.5-any)
PeerPerformance_2.3.2.tar.gz(r-4.7-any)PeerPerformance_2.3.2.tar.gz(r-4.6-any)
PeerPerformance_2.3.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
PeerPerformance/json (API)
NEWS

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

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

Datasets:

On CRAN:

Conda:

alphafinancefundsperformance-analysisperformance-metricsscreeningsharpe

4.93 score 13 stars 22 scripts 290 downloads 8 exports 4 dependencies

Last updated from:1468c0c2de. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK142
source / vignettesOK190
linux-release-x86_64OK178
macos-release-arm64OK119
macos-oldrel-arm64OK128
windows-develOK103
windows-releaseOK111
windows-oldrelOK129
wasm-releaseOK96

Exports:alphaScreeningalphaTestingmsharpemsharpeScreeningmsharpeTestingsharpesharpeScreeningsharpeTesting

Dependencies:latticelmtestsandwichzoo