Introduction | Data | The Brinson Model | Regression | Brinson as Regression | Conclusion
Package: pa 1.2-4
pa: Performance Attribution for Equity Portfolios
It provides tools for conducting performance attribution for equity portfolios. The package uses two methods: the Brinson method and a regression-based analysis.
Authors:
pa_1.2-4.tar.gz
pa_1.2-4.zip(r-4.7-any)pa_1.2-4.zip(r-4.6-any)pa_1.2-4.zip(r-4.5-any)
pa_1.2-4.tgz(r-4.6-any)pa_1.2-4.tgz(r-4.5-any)
pa_1.2-4.tar.gz(r-4.7-any)pa_1.2-4.tar.gz(r-4.6-any)
pa_1.2-4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
pa/json (API)
| # Install 'pa' in R: |
| install.packages('pa', repos = c('https://yl2.r-universe.dev', 'https://cloud.r-project.org')) |
Datasets:
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:3e5467f74f. Checks:7 NOTE, 2 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | NOTE | 130 | ||
| source / vignettes | OK | 187 | ||
| linux-release | NOTE | 136 | ||
| macos-release | NOTE | 190 | ||
| macos-oldrel | NOTE | 189 | ||
| windows-devel | NOTE | 91 | ||
| windows-release | NOTE | 123 | ||
| windows-oldrel | NOTE | 89 | ||
| wasm-release | OK | 99 |
Exports:brinsonexposureplotregressreturnsshowsummary
Dependencies:clicpp11farverggplot2gluegtableisobandlabelinglifecycleR6RColorBrewerrlangS7scalesvctrsviridisLitewithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Brinson analysis for equity portfolios | pa-package |
| Creating an object of either class brinson or class brinsonMulti | brinson |
| Class "brinson" | brinson-class exposure,brinson-method plot,brinson-method returns,brinson-method show,brinson-method summary,brinson-method |
| Class "brinsonMulti" | brinsonMulti-class exposure,brinsonMulti-method plot,brinsonMulti-method returns,brinsonMulti-method show,brinsonMulti-method summary,brinsonMulti-method |
| Calculate and display the sector exposure of a portfolio | exposure |
| Edited Barra data set in Jan. 2010. | jan |
| Plot the exposure or the return of a brinson, brinsonMulti, regression or regressionMulti object | plot,ANY,ANY-method plot,brinson,missing-method plot,brinsonMulti,missing-method plot,regression,missing-method plot,regressionMulti,missing-method plot-methods |
| Edited Barra data set for Q1, 2010. | quarter |
| Create an object of either class regress or class regressMulti | regress |
| Class "regression" | exposure,regression-method plot,regression-method regression-class returns,regression-method show,regression-method summary,regression-method |
| Class "regressionMulti" | exposure,regressionMulti-method plot,regressionMulti-method regressionMulti-class returns,regressionMulti-method show,regressionMulti-method summary,regressionMulti-method |
| Calculate the attribution results | returns |
| Provide a summary for Brinson or regression analysis | summary |
| A sample portfolio edited based on Barra data set in Jan. 2010. | test |
| Edited Barra data set in year 2010. | year |