Provides functions to perform the peer performance analysis of funds' returns as described in Ardia and Boudt (2016) .

Documentation

Manual: PeerPerformance.pdf
Vignette: None available.

Maintainer: David Ardia <david.ardia.ch at gmail.com>

Author(s): David Ardia*, Kris Boudt*

Install package and any missing dependencies by running this line in your R console:

install.packages("PeerPerformance")

Depends snow, sandwich, lmtest, compiler
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Package PeerPerformance
Materials
URL https://github.com/ArdiaD/PeerPerformance
Task Views
Version 2.1.2
Published 2017-02-04
License GPL (>= 2)
BugReports https://github.com/ArdiaD/PeerPerformance/issues
SystemRequirements
NeedsCompilation no
Citation
CRAN checks PeerPerformance check results
Package source PeerPerformance_2.1.2.tar.gz