PeerPerformance: Luck-Corrected Peer Performance Analysis in R

Provides functions to perform the peer performance analysis of funds' returns as described in Ardia and Boudt (2018) <doi:10.1016/j.jbankfin.2017.10.014>.

Version: 2.2.5
Depends: parallel, sandwich, lmtest, compiler
Suggests: testthat
Published: 2021-05-16
Author: David Ardia ORCID iD [aut, cre], Kris Boudt [aut], Nabil Bouamara [ctb]
Maintainer: David Ardia <david.ardia.ch at gmail.com>
BugReports: https://github.com/ArdiaD/PeerPerformance/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
Copyright: see file COPYRIGHTS
URL: https://github.com/ArdiaD/PeerPerformance
NeedsCompilation: no
Citation: PeerPerformance citation info
Materials: README NEWS
In views: Finance
CRAN checks: PeerPerformance results

Documentation:

Reference manual: PeerPerformance.pdf

Downloads:

Package source: PeerPerformance_2.2.5.tar.gz
Windows binaries: r-devel: PeerPerformance_2.2.5.zip, r-release: PeerPerformance_2.2.5.zip, r-oldrel: PeerPerformance_2.2.5.zip
macOS binaries: r-release (arm64): PeerPerformance_2.2.5.tgz, r-release (x86_64): PeerPerformance_2.2.5.tgz, r-oldrel: PeerPerformance_2.2.5.tgz
Old sources: PeerPerformance archive

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