R Packages that start with:
A . B . C . D . E . F . G . H . I . J . K . L . M . N . O . P . Q . R . S . T . U . V . W . X . Y . Z .
Functions
- ActivePremium()
- AdjustedSharpeRatio()
- apply.fromstart()
- apply.rolling()
- AppraisalRatio()
- AverageDrawdown()
- AverageLength()
- AverageRecovery()
- BernardoLedoitRatio()
- BetaCoMoments()
- BurkeRatio()
- CalmarRatio()
- CAPM.alpha()
- CAPM.beta()
- CAPM.dynamic()
- CAPM.epsilon()
- CAPM.jensenAlpha()
- CAPM.RiskPremium()
- CDD()
- centeredmoments()
- chart.ACF()
- chart.Bar()
- chart.BarVaR()
- chart.Boxplot()
- chart.CaptureRatios()
- chart.Correlation()
- chart.CumReturns()
- chart.Drawdown()
- chart.ECDF()
- chart.Events()
- chart.Histogram()
- chart.QQPlot()
- chart.Regression()
- chart.RelativePerformance()
- chart.RiskReturnScatter()
- chart.RollingCorrelation()
- chart.RollingMean()
- chart.RollingPerformance()
- chart.RollingRegression()
- chart.Scatter()
- chart.SnailTrail()
- chart.StackedBar()
- chart.TimeSeries()
- chart.VaRSensitivity()
- charts.PerformanceSummary()
- charts.RollingPerformance()
- checkData()
- checkSeedValue()
- clean.boudt()
- CoMoments()
- DownsideDeviation()
- DownsideFrequency()
- DRatio()
- DrawdownDeviation()
- DrawdownPeak()
- edhec()
- ES()
- EWMAMoments()
- FamaBeta()
- findDrawdowns()
- Frequency()
- HurstIndex()
- InformationRatio()
- Kappa()
- KellyRatio()
- kurtosis()
- legend()
- Level.calculate()
- lpm()
- M2Sortino()
- managers()
- MarketTiming()
- MartinRatio()
- maxDrawdown()
- MCA()
- mean.geometric()
- MeanAbsoluteDeviation()
- MinTrackRecord()
- Modigliani()
- MSquared()
- MSquaredExcess()
- NetSelectivity()
- Omega()
- OmegaExcessReturn()
- OmegaSharpeRatio()
- PainIndex()
- PainRatio()
- PerformanceAnalytics-package()
- portfolio_bacon()
- prices()
- ProbSharpeRatio()
- ProspectRatio()
- RachevRatio()
- Return.annualized.excess()
- Return.annualized()
- Return.calculate()
- Return.clean()
- Return.convert()
- Return.cumulative()
- Return.excess()
- Return.Geltner()
- Return.locScaleRob()
- Return.portfolio()
- Return.read()
- Return.relative()
- RPESE.control()
- Selectivity()
- SharpeRatio.annualized()
- SharpeRatio()
- ShrinkageMoments()
- skewness()
- SkewnessKurtosisRatio()
- SmoothingIndex()
- sortDrawdowns()
- SortinoRatio()
- SpecificRisk()
- StdDev.annualized()
- StdDev()
- StructuredMoments()
- SystematicRisk()
- table.AnnualizedReturns()
- table.Arbitrary()
- table.Autocorrelation()
- table.CalendarReturns()
- table.CAPM()
- table.CaptureRatios()
- table.Correlation()
- table.Distributions()
- table.DownsideRisk()
- table.DownsideRiskRatio()
- table.Drawdowns()
- table.DrawdownsRatio()
- table.HigherMoments()
- table.InformationRatio()
- table.MonthlyReturns()
- table.ProbOutPerformance()
- table.RollingPeriods()
- table.SpecificRisk()
- table.Variability()
- test_returns()
- test_weights()
- textplot()
- to.period.contributions()
- TotalRisk()
- TrackingError()
- TreynorRatio()
- UlcerIndex()
- UpDownRatios()
- UpsideFrequency()
- UpsidePotentialRatio()
- UpsideRisk()
- VaR()
- VolatilitySkewness()
- weights()
- zerofill()
R Codes
- ActivePremium.R
- AdjustedSharpeRatio.R
- apply.fromstart.R
- apply.rolling.R
- AppraisalRatio.R
- BernadoLedoitratio.R
- BurkeRatio.R
- CalmarRatio.R
- CAPM.alpha.R
- CAPM.beta.R
- CAPM.dynamic.R
- CAPM.epsilon.R
- CAPM.jensenAlpha.R
- CAPM.utils.R
- chart.ACF.R
- chart.ACFplus.R
- chart.Bar.R
- chart.BarVaR.R
- chart.Boxplot.R
- chart.CaptureRatios.R
- chart.Correlation.R
- chart.CumReturns.R
- chart.Drawdown.R
- chart.ECDF.R
- chart.Events.R
- chart.Histogram.R
- chart.QQPlot.R
- chart.Regression.R
- chart.RelativePerformance.R
- chart.RiskReturnScatter.R
- chart.RollingCorrelation.R
- chart.RollingMean.R
- chart.RollingPerformance.R
- chart.RollingQuantileRegression.R
- chart.RollingRegression.R
- chart.Scatter.R
- chart.SnailTrail.R
- chart.StackedBar.R
- chart.TimeSeries.base.R
- chart.TimeSeries.builtin.R
- chart.TimeSeries.dygraph.R
- chart.TimeSeries.ggplot2.R
- chart.TimeSeries.googlevis.R
- chart.TimeSeries.plotly.R
- chart.TimeSeries.R
- chart.VaRSensitivity.R
- charts.Bar.R
- charts.BarVaR.R
- charts.PerformanceSummary.R
- charts.RollingPerformance.R
- charts.RollingRegression.R
- charts.TimeSeries.R
- checkData.R
- checkSeedValue.R
- CoMoments.R
- DownsideDeviation.R
- DownsideFrequency.R
- DRatio.R
- DrawdownPeak.R
- Drawdowns.R
- ES.R
- FamaBeta.R
- findDrawdowns.R
- Frequency.R
- HerfindahlIndex.R
- HurstIndex.R
- InformationRatio.R
- Kappa.R
- KellyRatio.R
- kurtosis.R
- legend.R
- Level.calculate.R
- lpm.R
- M2Sortino.R
- MarketTiming.R
- MartinRatio.R
- maxDrawdown.R
- mean.utils.R
- MeanAbsoluteDeviation.R
- MinTRL.R
- Modigliani.R
- MSquared.R
- MSquaredExcess.R
- MultivariateMoments.R
- na.skip.R
- NetSelectivity.R
- Omega.R
- OmegaExcessReturn.R
- OmegaSharpeRatio.R
- PainIndex.R
- PainRatio.R
- PortfolioRisk.R
- ProbSharpeRatio.R
- ProspectRatio.R
- RachevRatio.R
- replaceTabs.R
- Return.annualized.excess.R
- Return.annualized.R
- Return.calculate.R
- Return.clean.R
- Return.convert.R
- Return.cumulative.R
- Return.excess.R
- Return.Geltner.R
- Return.locScaleRob.R
- Return.portfolio.R
- Return.read.R
- Return.relative.R
- RPESE.control.R
- Selectivity.R
- SemiDeviation.R
- SharpeRatio.annualized.R
- SharpeRatio.R
- skewness.R
- SkewnessKurtosisRatio.R
- SmoothingIndex.R
- sortDrawdowns.R
- SortinoRatio.R
- SpecificRisk.R
- StdDev.annualized.R
- StdDev.R
- SystematicRisk.R
- table.AnnualizedReturns.R
- table.Arbitrary.R
- table.Autocorrelation.R
- table.CalendarReturns.R
- table.CAPM.R
- table.CaptureRatios.R
- table.Correlation.R
- table.Distributions.R
- table.DownsideRisk.R
- table.DownsideRiskRatio.R
- table.Drawdowns.R
- table.DrawdownsRatio.R
- table.HigherMoments.R
- table.InformationRatio.R
- table.MonthlyReturns.R
- table.ProbOutperformance.R
- table.RollingPeriods.R
- table.SpecificRisk.R
- table.UpDownRatios.R
- table.Variability.R
- test_returns.R
- test_weights.R
- textplot.R
- to.period.contributions.R
- TotalRisk.R
- TrackingError.R
- TreynorRatio.R
- UlcerIndex.R
- UpDownRatios.R
- UpsideFrequency.R
- UpsidePotentialRatio.R
- UpsideRisk.R
- VaR.Marginal.R
- VaR.R
- VolatilitySkewness.R
- zerofill.R
- zzz.R
Selected R package: PerformanceAnalytics
Click on the specific functions, references or examples using the links on the left
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