JFE: Tools for Analyzing Time Series Data of Just Finance and Econometrics

Offers procedures to support financial and economic time series modelling and enhanced procedures for computing the investment performance indices of Bacon (2004) <doi:10.1002/9781119206309>.

Version: 2.5.6
Depends: R (≥ 3.5.0), xts
Suggests: openxlsx, timeSeries, zoo
Published: 2024-01-15
Author: Ho Tsung-wu
Maintainer: Ho Tsung-wu <tsungwu at ntnu.edu.tw>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: JFE results


Reference manual: JFE.pdf


Package source: JFE_2.5.6.tar.gz
Windows binaries: r-devel: JFE_2.5.6.zip, r-release: JFE_2.5.6.zip, r-oldrel: JFE_2.5.6.zip
macOS binaries: r-release (arm64): JFE_2.5.6.tgz, r-oldrel (arm64): JFE_2.5.6.tgz, r-release (x86_64): JFE_2.5.6.tgz, r-oldrel (x86_64): JFE_2.5.6.tgz
Old sources: JFE archive


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