diff options
Diffstat (limited to 'gnu')
| -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)))) |