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pa (version 1.0)
Performance Attribution for Equity Portfolios
Description
A package that performs equity portfolio attribution.
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Version
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1.0
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Install
install.packages('pa')
Monthly Downloads
326
Version
1.0
License
GPL-2
Maintainer
Yang Lu
Last Published
June 30th, 2012
Functions in pa (1.0)
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year
Edited Barra data set in year 2010.
quarter
Edited Barra data set for Q1, 2010.
summary
Provide a summary for Brinson or regression analysis
returns
Calculate the attribution results
regression-class
Class "regression"
brinson-class
Class "brinson"
test
A sample portfolio edited based on Barra data set in Jan. 2010.
brinsonMulti-class
Class "brinsonMulti"
plot-methods
Plot the exposure or the return of a brinson, brinsonMulti, regression or regressionMulti object
jan
Edited Barra data set in Jan. 2010.
regressionMulti-class
Class "regressionMulti"
exposure
Calculate and display the sector exposure of a portfolio
brinson
Creating an object of either class brinson or class brinsonMulti
regress
Create an object of either class regress or class regressMulti
pa-package
Brinson analysis for equity portfolios
pa-internal
Internal functions in the package