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

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

Version: 2.5.7
Depends: R (≥ 3.5.0), xts
Suggests: car, dynlm, openxlsx, timeDate, timeSeries, zoo
Published: 2024-06-11
DOI: 10.32614/CRAN.package.JFE
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

Documentation:

Reference manual: JFE.pdf

Downloads:

Package source: JFE_2.5.7.tar.gz
Windows binaries: r-devel: JFE_2.5.7.zip, r-release: JFE_2.5.7.zip, r-oldrel: JFE_2.5.7.zip
macOS binaries: r-release (arm64): JFE_2.5.7.tgz, r-oldrel (arm64): JFE_2.5.7.tgz, r-release (x86_64): JFE_2.5.7.tgz, r-oldrel (x86_64): JFE_2.5.7.tgz
Old sources: JFE archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=JFE to link to this page.