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:	1.2-2
Depends:	R (≥ 2.10)
Imports:	ggplot2, methods, grid
Published:	2022-05-14
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_1.2-2.tar.gz
Windows binaries:	r-devel: pa_1.2-2.zip, r-release: pa_1.2-2.zip, r-oldrel: pa_1.2-2.zip
macOS binaries:	r-release (arm64): pa_1.2-2.tgz, r-oldrel (arm64): pa_1.2-2.tgz, r-release (x86_64): pa_1.2-2.tgz, r-oldrel (x86_64): pa_1.2-2.tgz
Old sources:	pa archive

Linking:

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