CRAN/E | PeerPerformance

PeerPerformance

Luck-Corrected Peer Performance Analysis in R

Installation

About

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.

Citation PeerPerformance citation info
github.com/ArdiaD/PeerPerformance
Copyright see file COPYRIGHTS
Bug report File report

Key Metrics

Version 2.2.5
Published 2021-05-16 1082 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks PeerPerformance results

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Maintainer

Maintainer

David Ardia

david.ardia.ch@gmail.com

Authors

David Ardia

aut / cre

Kris Boudt

aut

Nabil Bouamara

ctb

Material

README
NEWS
Reference manual
Package source

In Views

Finance

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

PeerPerformance archive

Depends

parallel
sandwich
lmtest
compiler

Suggests

testthat