DESCRIPTION

Package: factorAnalytics
Type: Package
Title: factor analysis
Version: 1.0
Date: 2014-06-12
Author: Eric Zivot and Yi-An Chen
Maintainer: Yi-An Chen <chenyian@uw.edu>
Description: An R package for estimation and risk analysis of linear factor
    models for asset returns and portfolios. It contains three major fitting
    method for the factor models: fitting macroeconomic factor model, fitting
    fundamental factor model and fitting statistical factor model and some risk
    analysis tools like VaR, ES to use the result of the fitting method. It
    also provides the different type of distribution to fit the fat-tail
    behavior of the financial returns, including edgeworth expansion type
    distribution.
License: GPL-2
Depends:
    robust,
    robustbase,
    leaps,
    lars,
    MASS,
    PerformanceAnalytics,
    sn,
    tseries,
    strucchange,xts,ellipse,
    zoo
Suggests:
    testthat
LazyLoad: yes