Econometric tools for performance and risk analysis CRAN Task View: Finance (http://CRAN.R-project.org/view=Finance) Collection of econometric functions for performance and risk analysis. This package 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. Software Depends: R (>= 2.14.0), zoo, xts (>= 0.8) Suggests: Hmisc, MASS, tseries, quadprog, sn, robustbase, quantreg, gplots, ff Brian G. Peterson <brian@braverock.com> Peter Carl, Brian G. Peterson, Kris Boudt, Eric Zivot GPL 2012-03-31 application/tgz http://CRAN.R-project.org/package=PerformanceAnalytics