Package: PeerPerformance 2.3.1

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]

PeerPerformance_2.3.1.tar.gz
PeerPerformance_2.3.1.zip(r-4.5)PeerPerformance_2.3.1.zip(r-4.4)PeerPerformance_2.3.1.zip(r-4.3)
PeerPerformance_2.3.1.tgz(r-4.4-any)PeerPerformance_2.3.1.tgz(r-4.3-any)
PeerPerformance_2.3.1.tar.gz(r-4.5-noble)PeerPerformance_2.3.1.tar.gz(r-4.4-noble)
PeerPerformance_2.3.1.tgz(r-4.4-emscripten)PeerPerformance_2.3.1.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 290 downloads 8 exports 4 dependencies

Last updated 9 days agofrom:6772ae0dc4. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 13 2024
R-4.5-winOKNov 13 2024
R-4.5-linuxOKNov 13 2024
R-4.4-winOKNov 13 2024
R-4.4-macOKNov 13 2024
R-4.3-winOKNov 13 2024
R-4.3-macOKNov 13 2024

Exports:alphaScreeningalphaTestingmsharpemsharpeScreeningmsharpeTestingsharpesharpeScreeningsharpeTesting

Dependencies:latticelmtestsandwichzoo