DESCRIPTION

Package: PortfolioAttribution
Type: Package
Title:  Performance attribution tools used for identifying sources of portfolio return and risk.
Version: 0.3
Date: $Date$
Author: Andrii Babii
Maintainer: Andrii Babii <babiy.andrew@gmail.com>
Description: This package provides functions for the ex-post portfolio attribution methods described in Christopherson, Carino and Ferson (2009), Bacon (2008), and several other sources. The package was initially created as a part of the Google Summer of Code (GSoC) 2012 project.
Depends:
    R (>= 2.15.0),
    zoo,
    xts (>= 0.8),
    PerformanceAnalytics(>= 1.0.4.3)
Suggests:
    plyr,
    FinancialInstrument
License: GPL
URL: http://r-forge.r-project.org/projects/returnanalytics/
Contributors: David Carino, Doug Martin, Brian Peterson, Peter Carl
Copyright: (c) 2004-2013