PerformanceAnalytics

R 패키지 메타데이터와 수집 신호를 모아 봅니다.

Packages / CRAN / PerformanceAnalytics

PerformanceAnalytics

v2.1.0
Repository CRANLicense GPL-2 | GPL-3Lifecycle activeNeeds compilation yes
Package pageReferenceSourceDOIREADME
DOI
10.32614/CRAN.package.PerformanceAnalytics
Task views
Empirical Finance
Reverse imports
636
Reverse depends
41

Core Signals

첫 화면에서 판단해야 할 수집 신호를 먼저 배치합니다.

3
Task views
Empirical Finance
Reverse imports
636
Reverse depends
41

Supported Backends

DESCRIPTION에서 감지한 backend 관련 package입니다.

0
backend package 신호가 없습니다.

Quick Facts

기본 메타데이터를 작은 카드와 토큰으로 압축합니다.

profile
Repository
CRAN
Version
2.1.0
License
GPL-2 | GPL-3
Lifecycle
active
Needs compilation
yes
Reverse depends
41
Reverse imports
636
Last observed
2026-05-30
CRAN
cran.r-project.org/package=PerformanceAnalytics

수집 소스별 패키지 정보

1개 소스
CRAN
2.1.0
2026-05-30
License
GPL-2 | GPL-3
Depends
R (>= 4.0.0), xts (>= 0.10.0)
Imports
methods, quadprog, zoo
Suggests
dygraphs, Hmisc, MASS, quantmod, gamlss, gamlss.dist, robustbase, quantreg, ggplot2, vdiffr, RColorBrewer, googleVis, plotly, gridExtra, ggpubr, nloptr, rgenoud, RPESE, RobStatTM, fit.models, R.rsp, testthat (>= 3.0.0), covr
Needs compilation
yes
Reverse depends
41
Reverse imports
636
Lifecycle
active
Last observed
2026-05-30 10:45:11

이 패키지가 의존하는 패키지

5개 표시전체 27개
PackageTypeSpec
xts
CRAN · 2.1.0 · 2026-05-30
Dependsxts (>= 0.10.0)
methods
CRAN · 2.1.0 · 2026-05-30
Importsmethods
quadprog
CRAN · 2.1.0 · 2026-05-30
Importsquadprog
zoo
CRAN · 2.1.0 · 2026-05-30
Importszoo
covr
CRAN · 2.1.0 · 2026-05-30
Suggestscovr
1 / 6

이 패키지를 쓰는 패키지

5개 표시전체 29개
PackageTypeSpec
PortfolioAnalytics
2.1.2
CRAN · 2026-05-30
DependsPerformanceAnalytics (>= 1.5.1)
ConnectednessApproach
1.0.4
CRAN · 2026-05-30
ImportsPerformanceAnalytics
facmodCS
1.0
CRAN · 2026-05-30
ImportsPerformanceAnalytics
facmodTS
1.0
CRAN · 2026-05-30
ImportsPerformanceAnalytics
finlabR
1.0.0
CRAN · 2026-05-30
ImportsPerformanceAnalytics
1 / 6

Reverse dependency summary

3 types
TypePackages
Depends1
Imports17
Suggests11

패키지 페이지

Reverse depends
2
Reverse imports
36
Reverse suggests
24
All links
92
Repository
CRAN
Version
2.1.0
Collected
2026-05-30 11:25:14
Package page
https://cran.r-project.org/web/packages/PerformanceAnalytics/index.html
DOI
10.32614/CRAN.package.PerformanceAnalytics
CRAN checks
https://cran.r-project.org/web/checks/check_results_PerformanceAnalytics.html
README
https://cran.r-project.org/web/packages/PerformanceAnalytics/readme/README.html
Reference HTML
https://cran.r-project.org/web/packages/PerformanceAnalytics/refman/PerformanceAnalytics.html
Reference PDF
https://cran.r-project.org/web/packages/PerformanceAnalytics/PerformanceAnalytics.pdf
Source package
https://cran.r-project.org/src/contrib/PerformanceAnalytics_2.1.0.tar.gz
Archive
https://CRAN.R-project.org/src/contrib/Archive/PerformanceAnalytics
In views
Finance
Page fields
Author
Brian G. Peterson [cre, aut, cph], Peter Carl [aut, cph], Kris Boudt [ctb, cph], Ross Bennett [ctb], Joshua Ulrich [ctb], Eric Zivot [ctb], Dries Cornilly [ctb], Eric Hung [ctb], Matthieu Lestel [ctb], Kyle Balkissoon [ctb], Diethelm Wuertz [ctb], Anthony Alexander Christidis [ctb], R. Douglas Martin [ctb], Zeheng Zenith Zhou [ctb], Justin M. Shea [ctb], Dhairya Jain [ctb], Talgat Daniyarov [ctb]
CRAN Checks
PerformanceAnalytics results
Copyright
(c) 2004-2026
DOI
10.32614/CRAN.package.PerformanceAnalytics
In Views
Finance
License
GPL-2 | GPL-3
Maintainer
Brian G. Peterson <brian at braverock.com>
Materials
README
NeedsCompilation
yes
Old Sources
PerformanceAnalytics archive
Package Source
PerformanceAnalytics_2.1.0.tar.gz
Published
2026-04-11
Reference Manual
PerformanceAnalytics.html , PerformanceAnalytics.pdf
Reverse Depends
PortfolioAnalytics
Reverse Imports
ConnectednessApproach , facmodCS , facmodTS , finlabR , HeckmanEM , highOrderPortfolios , methylclock , OMICsPCA , PCRA , pedquant , portfolioBacktest , RMOPI , rmsfuns , RTL , SlidingWindows , SMNCensReg , tidyquant , Trading
Reverse Suggests
artMS , cvar , Dowd , ExtDist , geosimilarity , pbo , quantdr , RPEGLMEN , RPEIF , RPESE , tbl2xts , timeSeries
URL
https://github.com/braverock/PerformanceAnalytics
Version
2.1.0
Vignettes
Standard Errors for Risk and Performance Estimators ( source ) textplot Presentation for CRUG 2011 ( source ) Estimation of Higher Order Moments ( source , R code ) PerformanceAnalytics Charts and Tables Reference ( source , R code ) PerformanceAnalytics Charts and Tables Presentation - Meielisalp - 2007 ( source , R code ) PerformanceAnalytics Data Mining Presentation - UseR - 2007 ( source , R code ) Portfolio Returns ( source , R code )
Windows Binaries
r-devel: PerformanceAnalytics_2.1.0.zip , r-release: PerformanceAnalytics_2.1.0.zip , r-oldrel: PerformanceAnalytics_2.1.0.zip
MacOS Binaries
r-release (arm64): PerformanceAnalytics_2.1.0.tgz , r-oldrel (arm64): PerformanceAnalytics_2.1.0.tgz , r-release (x86_64): PerformanceAnalytics_2.1.0.tgz , r-oldrel (x86_64): PerformanceAnalytics_2.1.0.tgz
Version
2.1.0
Published
2026-04-11
DOI
10.32614/CRAN.package.PerformanceAnalytics
10.32614/CRAN.package.PerformanceAnalytics
Author
Brian G. Peterson [cre, aut, cph], Peter Carl [aut, cph], Kris Boudt [ctb, cph], Ross Bennett [ctb], Joshua Ulrich [ctb], Eric Zivot [ctb], Dries Cornilly [ctb], Eric Hung [ctb], Matthieu Lestel [ctb], Kyle Balkissoon [ctb], Diethelm Wuertz [ctb], Anthony Alexander Christidis [ctb], R. Douglas Martin [ctb], Zeheng Zenith Zhou [ctb], Justin M. Shea [ctb], Dhairya Jain [ctb], Talgat Daniyarov [ctb]
Maintainer
Brian G. Peterson <brian at braverock.com>
License
GPL-2 | GPL-3
GPL-2GPL-3
Copyright
(c) 2004-2026
URL
https://github.com/braverock/PerformanceAnalytics
https://github.com/braverock/PerformanceAnalytics
NeedsCompilation
yes
Materials
README
README
In Views
Finance
Finance
CRAN Checks
PerformanceAnalytics results
PerformanceAnalytics results
Reference Manual
PerformanceAnalytics.html , PerformanceAnalytics.pdf
PerformanceAnalytics.htmlPerformanceAnalytics.pdf
Vignettes
Standard Errors for Risk and Performance Estimators ( source ) textplot Presentation for CRUG 2011 ( source ) Estimation of Higher Order Moments ( source , R code ) PerformanceAnalytics Charts and Tables Reference ( source , R code ) PerformanceAnalytics Charts and Tables Presentation - Meielisalp - 2007 ( source , R code ) PerformanceAnalytics Data Mining Presentation - UseR - 2007 ( source , R code ) Portfolio Returns ( source , R code )
Standard Errors for Risk and Performance Estimatorssourcetextplot Presentation for CRUG 2011sourceEstimation of Higher Order MomentssourceR codePerformanceAnalytics Charts and Tables ReferencesourceR codePerformanceAnalytics Charts and Tables Presentation - Meielisalp - 2007sourceR codePerformanceAnalytics Data Mining Presentation - UseR - 2007sourceR codePortfolio ReturnssourceR code
Package Source
PerformanceAnalytics_2.1.0.tar.gz
PerformanceAnalytics_2.1.0.tar.gz
Windows Binaries
r-devel: PerformanceAnalytics_2.1.0.zip , r-release: PerformanceAnalytics_2.1.0.zip , r-oldrel: PerformanceAnalytics_2.1.0.zip
PerformanceAnalytics_2.1.0.zipPerformanceAnalytics_2.1.0.zipPerformanceAnalytics_2.1.0.zip
MacOS Binaries
r-release (arm64): PerformanceAnalytics_2.1.0.tgz , r-oldrel (arm64): PerformanceAnalytics_2.1.0.tgz , r-release (x86_64): PerformanceAnalytics_2.1.0.tgz , r-oldrel (x86_64): PerformanceAnalytics_2.1.0.tgz
PerformanceAnalytics_2.1.0.tgzPerformanceAnalytics_2.1.0.tgzPerformanceAnalytics_2.1.0.tgzPerformanceAnalytics_2.1.0.tgz
Old Sources
PerformanceAnalytics archive
PerformanceAnalytics archive
Reverse Depends
PortfolioAnalytics
PortfolioAnalytics
Reverse Imports
ConnectednessApproach , facmodCS , facmodTS , finlabR , HeckmanEM , highOrderPortfolios , methylclock , OMICsPCA , PCRA , pedquant , portfolioBacktest , RMOPI , rmsfuns , RTL , SlidingWindows , SMNCensReg , tidyquant , Trading
ConnectednessApproachfacmodCSfacmodTSfinlabRHeckmanEMhighOrderPortfoliosmethylclockOMICsPCAPCRApedquantportfolioBacktestRMOPIrmsfunsRTLSlidingWindowsSMNCensRegtidyquantTrading
Reverse Suggests
artMS , cvar , Dowd , ExtDist , geosimilarity , pbo , quantdr , RPEGLMEN , RPEIF , RPESE , tbl2xts , timeSeries
artMScvarDowdExtDistgeosimilaritypboquantdrRPEGLMENRPEIFRPESEtbl2xtstimeSeries
Page sections 4
Documentation
Heading
Documentation
Links
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Text
Reference manual: PerformanceAnalytics.html , PerformanceAnalytics.pdf Vignettes: Standard Errors for Risk and Performance Estimators ( source ) textplot Presentation for CRUG 2011 ( source ) Estimation of Higher Order Moments ( source , R code ) PerformanceAnalytics Charts and Tables Reference ( source , R code ) PerformanceAnalytics Charts and Tables Presentation - Meielisalp - 2007 ( source , R code ) PerformanceAnalytics Data Mining Presentation - UseR - 2007 ( source , R code ) Portfolio Returns ( source , R code )
Downloads
Heading
Downloads
Links
[{"label":"PerformanceAnalytics_2.1.0.tar.gz","section":"","type":"","url":"https://cran.r-project.org/src/contrib/PerformanceAnalytics_2.1.0.tar.gz"},{"label":"PerformanceAnalytics_2.1.0.zip","section":"","type":"","url":"https://cran.r-project.org/bin/windows/contrib/4.7/PerformanceAnalytics_2.1.0.zip"},{"label":"PerformanceAnalytics_2.1.0.zip","section":"","type":"","url":"https://cran.r-project.org/bin/windows/contrib/4.6/PerformanceAnalytics_2.1.0.zip"},{"label":"PerformanceAnalytics_2.1.0.zip","section":"","type":"","url":"https://cran.r-project.org/bin/windows/contrib/4.5/PerformanceAnalytics_2.1.0.zip"},{"label":"PerformanceAnalytics_2.1.0.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/sonoma-arm64/contrib/4.6/PerformanceAnalytics_2.1.0.tgz"},{"label":"PerformanceAnalytics_2.1.0.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/big-sur-arm64/contrib/4.5/PerformanceAnalytics_2.1.0.tgz"},{"label":"PerformanceAnalytics_2.1.0.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/big-sur-x86_64/contrib/4.6/PerformanceAnalytics_2.1.0.tgz"},{"label":"PerformanceAnalytics_2.1.0.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/big-sur-x86_64/contrib/4.5/PerformanceAnalytics_2.1.0.tgz"},{"label":"PerformanceAnalytics archive","section":"","type":"","url":"https://CRAN.R-project.org/src/contrib/Archive/PerformanceAnalytics"}]
Text
Package source: PerformanceAnalytics_2.1.0.tar.gz Windows binaries: r-devel: PerformanceAnalytics_2.1.0.zip , r-release: PerformanceAnalytics_2.1.0.zip , r-oldrel: PerformanceAnalytics_2.1.0.zip macOS binaries: r-release (arm64): PerformanceAnalytics_2.1.0.tgz , r-oldrel (arm64): PerformanceAnalytics_2.1.0.tgz , r-release (x86_64): PerformanceAnalytics_2.1.0.tgz , r-oldrel (x86_64): PerformanceAnalytics_2.1.0.tgz Old sources: PerformanceAnalytics archive
Reverse dependencies
Heading
Reverse dependencies
Links
[{"label":"PortfolioAnalytics","section":"","type":"","url":"https://cran.r-project.org/web/packages/PortfolioAnalytics/index.html"},{"label":"ConnectednessApproach","section":"","type":"","url":"https://cran.r-project.org/web/packages/ConnectednessApproach/index.html"},{"label":"facmodCS","section":"","type":"","url":"https://cran.r-project.org/web/packages/facmodCS/index.html"},{"label":"facmodTS","section":"","type":"","url":"https://cran.r-project.org/web/packages/facmodTS/index.html"},{"label":"finlabR","section":"","type":"","url":"https://cran.r-project.org/web/packages/finlabR/index.html"},{"label":"HeckmanEM","section":"","type":"","url":"https://cran.r-project.org/web/packages/HeckmanEM/index.html"},{"label":"highOrderPortfolios","section":"","type":"","url":"https://cran.r-project.org/web/packages/highOrderPortfolios/index.html"},{"label":"methylclock","section":"","type":"","url":"https://www.bioconductor.org/packages/release/bioc/html/methylclock.html"},{"label":"OMICsPCA","section":"","type":"","url":"https://www.bioconductor.org/packages/release/bioc/html/OMICsPCA.html"},{"label":"PCRA","section":"","type":"","url":"https://cran.r-project.org/web/packages/PCRA/index.html"},{"label":"pedquant","section":"","type":"","url":"https://cran.r-project.org/web/packages/pedquant/index.html"},{"label":"portfolioBacktest","section":"","type":"","url":"https://cran.r-project.org/web/packages/portfolioBacktest/index.html"},{"label":"RMOPI","section":"","type":"","url":"https://cran.r-project.org/web/packages/RMOPI/index.html"},{"label":"rmsfuns","section":"","type":"","url":"https://cran.r-project.org/web/packages/rmsfuns/index.html"},{"label":"RTL","section":"","type":"","url":"https://cran.r-project.org/web/packages/RTL/index.html"},{"label":"SlidingWindows","section":"","type":"","url":"https://cran.r-project.org/web/packages/SlidingWindows/index.html"},{"label":"SMNCensReg","section":"","type":"","url":"https://cran.r-project.org/web/packages/SMNCensReg/index.html"},{"label":"tidyquant","section":"","type":"","url":"https://cran.r-project.org/web/packages/tidyquant/index.html"},{"label":"Trading","section":"","type":"","url":"https://cran.r-project.org/web/packages/Trading/index.html"},{"label":"artMS","section":"","type":"","url":"https://www.bioconductor.org/packages/release/bioc/html/artMS.html"}]
Text
Reverse depends: PortfolioAnalytics Reverse imports: ConnectednessApproach , facmodCS , facmodTS , finlabR , HeckmanEM , highOrderPortfolios , methylclock , OMICsPCA , PCRA , pedquant , portfolioBacktest , RMOPI , rmsfuns , RTL , SlidingWindows , SMNCensReg , tidyquant , Trading Reverse suggests: artMS , cvar , Dowd , ExtDist , geosimilarity , pbo , quantdr , RPEGLMEN , RPEIF , RPESE , tbl2xts , timeSeries
Linking
Heading
Linking
Links
[{"label":"https://CRAN.R-project.org/package=PerformanceAnalytics","section":"","type":"","url":"https://CRAN.R-project.org/package=PerformanceAnalytics"}]
Text
Please use the canonical form https://CRAN.R-project.org/package=PerformanceAnalytics to link to this page.
Materials 1
README
Documentation 21
PerformanceAnalytics.htmlPerformanceAnalytics.pdfStandard Errors for Risk and Performance Estimatorssourcetextplot Presentation for CRUG 2011sourceEstimation of Higher Order MomentssourceR codePerformanceAnalytics Charts and Tables ReferencesourceR codePerformanceAnalytics Charts and Tables Presentation - Meielisalp - 2007sourceR codePerformanceAnalytics Data Mining Presentation - UseR - 2007sourceR codePortfolio ReturnssourceR code
Vignettes 19
Standard Errors for Risk and Performance Estimatorssourcetextplot Presentation for CRUG 2011sourceEstimation of Higher Order MomentssourceR codePerformanceAnalytics Charts and Tables ReferencesourceR codePerformanceAnalytics Charts and Tables Presentation - Meielisalp - 2007sourceR codePerformanceAnalytics Data Mining Presentation - UseR - 2007sourceR codePortfolio ReturnssourceR code
Downloads 9
PerformanceAnalytics_2.1.0.tar.gzPerformanceAnalytics_2.1.0.zipPerformanceAnalytics_2.1.0.zipPerformanceAnalytics_2.1.0.zipPerformanceAnalytics_2.1.0.tgzPerformanceAnalytics_2.1.0.tgzPerformanceAnalytics_2.1.0.tgzPerformanceAnalytics_2.1.0.tgzPerformanceAnalytics archive
All page links 92
xtsmethodsquadprogzoodygraphsHmiscMASSquantmodgamlssgamlss.distrobustbasequantregggplot2vdiffrRColorBrewergoogleVisplotlygridExtraggpubrnloptrrgenoudRPESERobStatTMfit.models10.32614/CRAN.package.PerformanceAnalyticsGPL-2GPL-3https://github.com/braverock/PerformanceAnalyticsREADMEFinancePerformanceAnalytics resultsPerformanceAnalytics.htmlPerformanceAnalytics.pdfStandard Errors for Risk and Performance Estimatorssourcetextplot Presentation for CRUG 2011sourceEstimation of Higher Order MomentssourceR codePerformanceAnalytics Charts and Tables ReferencesourceR codePerformanceAnalytics Charts and Tables Presentation - Meielisalp - 2007sourceR codePerformanceAnalytics Data Mining Presentation - UseR - 2007sourceR codePortfolio ReturnssourceR codePerformanceAnalytics_2.1.0.tar.gzPerformanceAnalytics_2.1.0.zipPerformanceAnalytics_2.1.0.zipPerformanceAnalytics_2.1.0.zipPerformanceAnalytics_2.1.0.tgzPerformanceAnalytics_2.1.0.tgzPerformanceAnalytics_2.1.0.tgzPerformanceAnalytics_2.1.0.tgzPerformanceAnalytics archivePortfolioAnalyticsConnectednessApproachfacmodCSfacmodTSfinlabRHeckmanEMhighOrderPortfoliosmethylclockOMICsPCAPCRApedquantportfolioBacktestRMOPIrmsfunsRTLSlidingWindowsSMNCensRegtidyquantTradingartMScvarDowdExtDistgeosimilaritypboquantdrRPEGLMENRPEIFtbl2xtstimeSerieshttps://CRAN.R-project.org/package=PerformanceAnalytics

버전 이력

RepositoryVersionPublishedFirst seenLast seenDocs
CRAN2.1.02026-05-292026-05-30

보안

표시할 OSV 데이터가 없습니다.

문헌 신호

표시할 OpenAlex 데이터가 없습니다.

CRAN Task Views

Empirical Finance · 2026-05-30