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author | Ricardo Wurmus <rekado@elephly.net> | 2017-11-08 16:03:31 +0100 |
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committer | Ricardo Wurmus <rekado@elephly.net> | 2017-11-08 16:21:54 +0100 |
commit | b72b42cf0287863e5af0a8ef6f1c24f7bb89c950 (patch) | |
tree | f5f64fbeb7d93c71209a98d878d26ffbe07048ab /gnu/packages/cran.scm | |
parent | 3699383e6f217b81ccf849cd68c876579f6345f8 (diff) | |
download | guix-b72b42cf0287863e5af0a8ef6f1c24f7bb89c950.tar guix-b72b42cf0287863e5af0a8ef6f1c24f7bb89c950.tar.gz |
gnu: Add r-performanceanalytics.
* gnu/packages/cran.scm (r-performanceanalytics): New variable.
Diffstat (limited to 'gnu/packages/cran.scm')
-rw-r--r-- | gnu/packages/cran.scm | 30 |
1 files changed, 30 insertions, 0 deletions
diff --git a/gnu/packages/cran.scm b/gnu/packages/cran.scm index 6cde16848d..08b07fb0fc 100644 --- a/gnu/packages/cran.scm +++ b/gnu/packages/cran.scm @@ -1495,3 +1495,33 @@ data classes by extending @code{zoo}, maximizing native format information preservation and allowing for user-level customization and extension, while simplifying cross-class interoperability.") (license license:gpl2+))) + +(define-public r-performanceanalytics + (package + (name "r-performanceanalytics") + (version "1.4.3541") + (source + (origin + (method url-fetch) + (uri (cran-uri "PerformanceAnalytics" version)) + (sha256 + (base32 + "1czchsccsbdfjw743j6rm101q2q01pggyl8zmlva213pwm86zb3v")))) + (properties + `((upstream-name . "PerformanceAnalytics"))) + (build-system r-build-system) + (propagated-inputs + `(("r-xts" ,r-xts) + ("r-zoo" ,r-zoo))) + (native-inputs `(("gfortran" ,gfortran))) + (home-page "http://r-forge.r-project.org/projects/returnanalytics/") + (synopsis "Econometric tools for performance and risk analysis") + (description "This is a collection of econometric functions for +performance and risk analysis. 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&L or price data +where possible.") + ;; Either version may be picked. + (license (list license:gpl2 license:gpl3)))) |