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Bug#690546: ITP: performanceanalytics -- GNU R econometric package for performance and risk analysis



Package: wnpp
Severity: wishlist
Owner: Lifeng Sun <lifongsun@gmail.com>
X-Debbugs-Cc: debian-devel@lists.debian.org

* Package name    : performanceanalytics
  Version         : 1.0.4.4
  Upstream Author : Peter Carl, Brian G. Peterson, Kris Boudt, Eric Zivot
* URL             : http://r-forge.r-project.org/projects/returnanalytics/
* License         : GPL-3
  Description     : GNU R econometric package for performance and risk analysis

PerformanceAnalytics provides a collection of econometric functions for
performance and risk analysis. It aims to aid practitioners and researchers in
utilizing the latest research in analysis of non-normal return streams.  In
general, it is most tested on return (rather than price) data on a regular
scale, but most functions will work with irregular return data as well, and
increasing numbers of functions will work with P&L or price data where
possible.


Cheers,
Lifeng

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