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>.
| Version: | 2.3.1 |
| Depends: | parallel, sandwich, lmtest, compiler |
| Suggests: | testthat |
| Published: | 2024-11-13 |
| DOI: | 10.32614/CRAN.package.PeerPerformance |
| Author: | David Ardia  [aut,
cre],
Kris Boudt [aut],
Nabil Bouamara [ctb],
Sebastien Legros [ctb] |
| Maintainer: | David Ardia <david.ardia.ch at gmail.com> |
| BugReports: | https://github.com/ArdiaD/PeerPerformance/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| Copyright: | see file COPYRIGHTS |
| URL: | https://github.com/ArdiaD/PeerPerformance |
| NeedsCompilation: | no |
| Citation: | PeerPerformance citation info |
| Materials: | README NEWS |
| In views: | Finance |
| CRAN checks: | PeerPerformance results |
Documentation:
| Reference manual: | PeerPerformance.pdf |
Downloads:
| Package source: | PeerPerformance_2.3.1.tar.gz |
| Windows binaries: | r-devel: PeerPerformance_2.3.1.zip, r-release: PeerPerformance_2.2.5.zip, r-oldrel: PeerPerformance_2.2.5.zip |
| macOS binaries: | r-release (arm64): PeerPerformance_2.2.5.tgz, r-oldrel (arm64): PeerPerformance_2.2.5.tgz, r-release (x86_64): PeerPerformance_2.2.5.tgz, r-oldrel (x86_64): PeerPerformance_2.2.5.tgz |
| Old sources: | PeerPerformance archive |
Linking:
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