The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

pa: Performance Attribution for Equity Portfolios

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

Version: 1.2-4
Depends: R (≥ 2.10)
Imports: ggplot2, methods, grid
Published: 2023-08-21
DOI: 10.32614/CRAN.package.pa
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

Documentation:

Reference manual: pa.pdf
Vignettes: Using the pa package

Downloads:

Package source: pa_1.2-4.tar.gz
Windows binaries: r-devel: pa_1.2-4.zip, r-release: pa_1.2-4.zip, r-oldrel: pa_1.2-4.zip
macOS binaries: r-release (arm64): pa_1.2-4.tgz, r-oldrel (arm64): pa_1.2-4.tgz, r-release (x86_64): pa_1.2-4.tgz, r-oldrel (x86_64): pa_1.2-4.tgz
Old sources: pa archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=pa to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.