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DESCRIPTION
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Package: PeerPerformance
Version: 2.2.1
Date: 2018-08-29
Title: Luck-Corrected Peer Performance Analysis in R
Authors@R: c(person("David", "Ardia", role = c("aut", "cre"),
email = "david.ardia.ch@gmail.com"),
person("Kris", "Boudt", role = "aut"))
Author: David Ardia [aut, cre],
Kris Boudt [aut]
Maintainer: David Ardia <david.ardia.ch@gmail.com>
Depends:
parallel,
sandwich,
lmtest,
compiler
Suggests:
testthat
Description: 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>.
BugReports: https://github.com/ArdiaD/PeerPerformance/issues
URL: https://github.com/ArdiaD/PeerPerformance
License: GPL (>=2)
RoxygenNote: 6.1.0