[Returnanalytics-commits] r3068 - pkg/PortfolioAttribution
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Sep 12 19:43:38 CEST 2013
Author: peter_carl
Date: 2013-09-12 19:43:38 +0200 (Thu, 12 Sep 2013)
New Revision: 3068
Modified:
pkg/PortfolioAttribution/DESCRIPTION
Log:
- improved description
- added FinancialInstrument under suggests (for buildHeirarchy)
- added mentors as Contributors
Modified: pkg/PortfolioAttribution/DESCRIPTION
===================================================================
--- pkg/PortfolioAttribution/DESCRIPTION 2013-09-12 03:58:13 UTC (rev 3067)
+++ pkg/PortfolioAttribution/DESCRIPTION 2013-09-12 17:43:38 UTC (rev 3068)
@@ -1,20 +1,20 @@
Package: PortfolioAttribution
Type: Package
-Title: Econometric tools for performance and risk analysis.
+Title: Performance attribution tools used for identifying sources of portfolio return and risk.
Version: 0.3
Date: $Date$
Author: Andrii Babii
Maintainer: Andrii Babii <babiy.andrew at gmail.com>
-Description: This package provides functions for the ex-post Portfolio Attribution
- methods from Bacon (2004), Carino (2009), etc.
- The package was initially created as a part of the Google Summer of Code (GSoC) 2012 project.
+Description: This package provides functions for the ex-post portfolio attribution methods described in Christopherson, Carino and Ferson (2009), Bacon (2008), and several other sources. The package was initially created as a part of the Google Summer of Code (GSoC) 2012 project.
Depends:
R (>= 2.15.0),
zoo,
xts (>= 0.8),
PerformanceAnalytics(>= 1.0.4.3)
Suggests:
- plyr
+ plyr,
+ FinancialInstrument
License: GPL
URL: http://r-forge.r-project.org/projects/returnanalytics/
+Contributors: David Carino, Doug Martin, Brian Peterson, Peter Carl
Copyright: (c) 2004-2013
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