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 |
| Depends: | R (≥ 2.10.0), methods, grid, ggplot2 |
| Published: | 2013-01-29 |
| Author: | Yang Lu and David Kane |
| Maintainer: | Yang Lu <yang.lu at williams.edu> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| In views: | Finance |
| CRAN checks: | pa results |
| Package source: | pa_1.2.tar.gz |
| MacOS X binary: | pa_1.2.tgz |
| Windows binary: | pa_1.2.zip |
| Reference manual: | pa.pdf |
| Vignettes: |
Using the pa package |
| Old sources: | pa archive |