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:Yang Lu [aut, cre], David Kane [aut]

pa_1.2-4.tar.gz
pa_1.2-4.zip(r-4.5)pa_1.2-4.zip(r-4.4)pa_1.2-4.zip(r-4.3)
pa_1.2-4.tgz(r-4.4-any)pa_1.2-4.tgz(r-4.3-any)
pa_1.2-4.tar.gz(r-4.5-noble)pa_1.2-4.tar.gz(r-4.4-noble)
pa_1.2-4.tgz(r-4.4-emscripten)pa_1.2-4.tgz(r-4.3-emscripten)
pa.pdf |pa.html✨
pa/json (API)

# Install 'pa' in R:

install.packages('pa', repos = c('https://yl2.r-universe.dev', 'https://cloud.r-project.org'))

Datasets:

jan - Edited Barra data set in Jan. 2010.
quarter - Edited Barra data set for Q1, 2010.
test - A sample portfolio edited based on Barra data set in Jan. 2010.
year - Edited Barra data set in year 2010.

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

3.45 score 1 stars 28 scripts 286 downloads 10 mentions 7 exports 28 dependencies

Last updated 1 years agofrom:3e5467f74f. Checks:OK: 3 NOTE: 4. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Nov 13 2024
R-4.5-win	NOTE	Nov 13 2024
R-4.5-linux	NOTE	Nov 13 2024
R-4.4-win	NOTE	Nov 13 2024
R-4.4-mac	NOTE	Nov 13 2024
R-4.3-win	OK	Nov 13 2024
R-4.3-mac	OK	Nov 13 2024

Exports:brinson exposure plot regress returns show summary

Dependencies:cli colorspace fansi farver ggplot2 glue gtable isoband labeling lattice lifecycle magrittr MASS Matrix mgcv munsell nlme pillar pkgconfig R6 RColorBrewer rlang scales tibble utf8 vctrs viridisLite withr

Using the pa package

Rendered frompa.Rnwusingutils::Sweaveon Nov 13 2024.

Last update: 2013-12-13
Started: 2013-12-13

Citation

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