Package: noniid.pm
Type: Package
Title: Non-i.i.d. GSoC 2013 Pulkit
Version: 0.1
Date: $Date: 2013-05-13 14:30:22 -0500 (Mon, 13 May 2013) $
Author: Pulkit Mahotra <mehrotra.pulkit@gmail.com>
Contributors: Peter Carl, Brian G. Peterson
Depends:
    xts,
    PerformanceAnalytics,
    lpSolve
Suggests:
    PortfolioAnalytics,
    lpSolve
Maintainer: Brian G. Peterson <brian@braverock.com>
Description: GSoC 2013 project to replicate literature on drawdowns and
    non-i.i.d assumptions in finance.
License: GPL (>=3)
ByteCompile: TRUE
Collate:
    'BenchmarkPlots.R'
    'BenchmarkSR.R'
    'CDaRMultipath.R'
    'CdaR.R'
    'chart.Penance.R'
    'chart.REDD.R'
    'chart.SharpeEfficient.R'
    'Drawdownalpha.R'
    'DrawdownBetaMulti.R'
    'DrawdownBeta.R'
    'EDDCOPS.R'
    'Edd.R'
    'GoldenSection.R'
    'MaxDD.R'
    'MinTRL.R'
    'MonteSimulTriplePenance.R'
    'na.skip.R'
    'ProbSharpeRatio.R'
    'PSRopt.R'
    'REDDCOPS.R'
    'redd.R'
    'REM.R'
    'SRIndifferenceCurve.R'
    'table.Penance.R'
    'table.PSR.R'
    'TriplePenance.R'
    'TuW.R'
    'capm_aorda.R'
    'psr_python.R'
    'ret.R'
    'Penance.R'
    'ExtremeDrawdown.R'
    'gpdmle.R'
