braverock PerformanceAnalytics issues

braverock / PerformanceAnalytics

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function SemiVariance looks off the target

#189 kwhkim opened 1 month ago
0
Extension to Return.Geltner

#188 melville1808 closed 2 months ago
1
Return.excess returns 0-s only, if R and Rf have the same column names

#187 nagbalae opened 6 months ago
1
Gsoc21 vignettes

#186 jaindhairyahere opened 1 year ago
0
UpsidePotentialRatio missing r when MAR is time series

#185 Javdat opened 1 year ago
0
ylog parameter does not seem to work in charts.PerformanceSummary

#184 SwissMontainsBear closed 1 year ago
2
Pass '...' through to `chart.TimeSeries()` functions

#183 joshuaulrich closed 1 year ago
0
Return.Portfolio Transaction costs implementation.

#182 stanleyrazor opened 1 year ago
0
GSOC 21 PR by Dhairya

#181 jaindhairyahere closed 2 years ago
0
Adding Robust Single Factor Models to PerformanceAnalytics [GSoC-2021]

#180 jaindhairyahere closed 2 years ago
1
chart.Correlation generates warning message "In par(usr) : argument 1 does not name a graphical parameter"

#179 peter-bastian closed 9 months ago
2
capm epsilon

#178 TY-Cheng closed 5 months ago
0
Gsoc 2021

#177 jaindhairyahere closed 2 years ago
4
Problem with geometric = TRUE in Return.rebalancing

#176 robustport closed 2 years ago
1
Update GitHub Actions workflow to v2

#175 jaymon0703 closed 2 years ago
0
Update GitHub Actions R-CMD-Check

#174 jaymon0703 closed 2 years ago
0
Incorrect Line 6 Comment In Examples for checkData()

#173 martinrd3D opened 2 years ago
0
Return.annualized should have na.omit argument, rather than disregarding NAs

#172 Ljupch0 opened 2 years ago
1
Not possible to store PerformanceAnalytics chart in an R object

#171 mubashirqasim opened 2 years ago
0
Speed up Return.annualized

#170 klin333 opened 2 years ago
0
VaR.r historical VaR not working with weights

#169 st501351 closed 2 years ago
3
Probabilistic Sharpe inconsistent behaviour

#168 ghost opened 3 years ago
0
Is MM.NCE function still available?

#167 math222 closed 1 year ago
1
CAPM.beta

#166 ggrothendieck opened 3 years ago
3
Level.calculate() is not being exported

#165 cortinah opened 3 years ago
0
fix: freq undefined when scale set for some tables

#164 domodwyer opened 3 years ago
0
table.CalendarReturns to handle daily data

#163 bnleavitt opened 3 years ago
0
Add R-CMD-check with GitHub Actions

#162 jaymon0703 closed 3 years ago
0
Add Contributing Guide, issue template and PR template

#161 jaymon0703 closed 3 years ago
0
Missing function Error: object 'table.TrailingPeriodsRel' not found (not exported?)

#160 micstr opened 3 years ago
0
cumulative returns

#159 tchevri opened 3 years ago
0
Documentation Typo: Return.calculate()

#157 djhejna closed 3 years ago
0
unnecessary lines of code in chart.RollingPerformance?

#156 tchevri closed 4 years ago
2
Hurstindex function gives wrong result

#155 277jah opened 4 years ago
0
Add NCE comoment estimator

#154 cdries closed 4 years ago
0
Comoments public

#153 cdries closed 4 years ago
0
Fixing pass through arguments in chart.Correlation

#152 mppalves closed 4 years ago
0
chart.TimeSeries() ignores 'type'

#151 yehao-jiaaocap opened 4 years ago
3
Passing arguments to internal myRachevRatio function

#150 jwarren1984 closed 4 years ago
0
table.Distributions fails if scale is not NA

#149 ghost opened 4 years ago
0
Add pch option in lower panel

#148 chabrault closed 4 years ago
0
Update edhec.Rd

#147 anshul96go closed 4 years ago
4
findDrawdowns fails for specific dates in xts

#146 ronanalexand opened 4 years ago
0
date.format looks like an option that's actually not implemented

#145 tchevri opened 4 years ago
0
Changes due to RPESE 1.1.0 update + SE Computation behavior + Documentation update on SEs

#144 AnthonyChristidis closed 4 years ago
0
The portfolio.spec(.) function is not available

#143 QuantDevHacks closed 4 years ago
2
SharpeRatio.annualized formula

#142 JannesRed opened 4 years ago
0
- Charting Engines added

#141 zenithzhou closed 4 years ago
0
Ditched testtthat and rewrote everything in tinytest

#140 JustinMShea closed 4 years ago
0
add methods from archived VaR package

#139 braverock opened 4 years ago
0