<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Econometric Tools for Performance and Risk Analysis</dc:title>
  <dc:title>R package PerformanceAnalytics version 2.1.0</dc:title>
  <dc:subject>CRAN Task View: Finance (https://CRAN.R-project.org/view=Finance)</dc:subject>
  <dc:description>Collection of econometric functions for performance and risk
    analysis. In addition to standard risk and performance metrics, this
    package aims to aid practitioners and researchers in utilizing the latest
    research in analysis of non-normal return streams.  In general, it is most
    tested on return (rather than price) data on a regular scale, but most
    functions will work with irregular return data as well, and increasing
    numbers of functions will work with P&amp;L or price data where possible.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Depends: R (&gt;= 4.0.0), xts (&gt;= 0.10.0)</dc:relation>
  <dc:relation>Imports: methods, quadprog, zoo</dc:relation>
  <dc:relation>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 (&gt;= 3.0.0), covr</dc:relation>
  <dc:creator>Brian G. Peterson &lt;brian@braverock.com&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>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]</dc:contributor>
  <dc:rights>GPL-2</dc:rights>
  <dc:rights>GPL-3</dc:rights>
  <dc:date>2026-04-11</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=PerformanceAnalytics</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.PerformanceAnalytics</dc:identifier>
</oai_dc:dc>