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gnu: Add r-performanceanalytics.

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* gnu/packages/cran.scm (r-performanceanalytics): New variable.
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Ricardo Wurmus 2017-11-08 16:03:31 +01:00
parent 3699383e6f
commit b72b42cf02
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gnu/packages/cran.scm
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@ -1495,3 +1495,33 @@ (define-public r-xts
preservation and allowing for user-level customization and extension, while
simplifying cross-class interoperability.")
(license license:gpl2+)))
(define-public r-performanceanalytics
(package
(name "r-performanceanalytics")
(version "1.4.3541")
(source
(origin
(method url-fetch)
(uri (cran-uri "PerformanceAnalytics" version))
(sha256
(base32
"1czchsccsbdfjw743j6rm101q2q01pggyl8zmlva213pwm86zb3v"))))
(properties
`((upstream-name . "PerformanceAnalytics")))
(build-system r-build-system)
(propagated-inputs
`(("r-xts" ,r-xts)
("r-zoo" ,r-zoo)))
(native-inputs `(("gfortran" ,gfortran)))
(home-page "http://r-forge.r-project.org/projects/returnanalytics/")
(synopsis "Econometric tools for performance and risk analysis")
(description "This is a collection of econometric functions for
performance and risk analysis. This package aims to aid practitioners and
researchers in utilizing the latest research in analysis of non-normal return
streams. In general, it is most tested on return (rather than price) data on
a regular scale, but most functions will work with irregular return data as
well, and increasing numbers of functions will work with P&L or price data
where possible.")
;; Either version may be picked.
(license (list license:gpl2 license:gpl3))))