pa: Performance Attribution for Equity Portfolios

A package that provides tools for conducting performance attribution for equity portfolios. The package uses two methods: the Brinson method and a regression-based analysis.

Version: 1.2-1
Depends: grid, R (≥ 2.10)
Imports: ggplot2, methods
Published: 2013-12-21
Author: Yang Lu [aut, cre], David Kane [aut]
Maintainer: Yang Lu <yang.lu2014 at gmail.com>
License: GPL-2
NeedsCompilation: no
In views: Finance
CRAN checks: pa results

Downloads:

Reference manual: pa.pdf
Vignettes: Using the pa package
Package source: pa_1.2-1.tar.gz
Windows binaries: r-devel: pa_1.2-1.zip, r-release: pa_1.2-1.zip, r-oldrel: pa_1.2-1.zip
OS X Snow Leopard binaries: r-release: pa_1.2-1.tgz, r-oldrel: pa_1.2-1.tgz
OS X Mavericks binaries: r-release: pa_1.2-1.tgz
Old sources: pa archive