Package: JFE 2.5.9
Ho Tsung-wu
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>.
Authors:
JFE_2.5.9.tar.gz
JFE_2.5.9.tar.gz(r-4.5-noble)JFE_2.5.9.tar.gz(r-4.4-noble)
JFE_2.5.9.tgz(r-4.4-emscripten)JFE_2.5.9.tgz(r-4.3-emscripten)
JFE.pdf |JFE.html✨
JFE/json (API)
| # Install 'JFE' in R: |
| install.packages('JFE', repos = 'https://cloud.r-project.org') |
- assetReturns - Data Sets
- macrodata - Data Sets
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 11 hours agofrom:5c3f26c149. Checks:3 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Apr 01 2025 |
| R-4.5-linux | OK | Apr 01 2025 |
| R-4.4-linux | OK | Apr 01 2025 |
Exports:ActivePremiumAdjustedSharpeRatioAppraisalRatioBernardoLedoitRatioBurkeRatioCalmarRatioCAPM.jensenAlphaDownsideDeviationDRatioDrawdownPeakdurbinHgetEERgetFedgetFrench.FactorsgetFrench.PortfoliosInformationRatioKellyRatioM2SortinoMartinRatiomaxDrawdownMeanAbsoluteDeviationOmegaSharpeRatioPainIndexPainRatioProspectRatioReturn.annualizedSharpeRatioSharpeRatio.annualizedSkewnessKurtosisRatioSortinoRatioSterlingRatiotable.AnnualizedReturnsTrackingErrorTreynorRatioUlcerIndexVolatilitySkewness
Citation
To cite package ‘JFE’ in publications use:
Tsung-wu H (2025). JFE: Tools for Analyzing Time Series Data of Just Finance and Econometrics. R package version 2.5.9, https://CRAN.R-project.org/package=JFE.
Corresponding BibTeX entry:
@Manual{,
title = {JFE: Tools for Analyzing Time Series Data of Just Finance
and Econometrics},
author = {Ho Tsung-wu},
year = {2025},
note = {R package version 2.5.9},
url = {https://CRAN.R-project.org/package=JFE},
}