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-rw-r--r--gnu/packages/cran.scm30
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))))