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authortota <tota@FreeBSD.org>2012-04-19 20:36:13 +0800
committertota <tota@FreeBSD.org>2012-04-19 20:36:13 +0800
commit6cf74f5799011b4cdc645bb235b1cd9bc732b3e2 (patch)
tree2438025e962e7dabd947a88527f1b99d87b45e68
parent56442e5ef608e009a1f4d8623f3b94f65ad00986 (diff)
downloadfreebsd-ports-gnome-6cf74f5799011b4cdc645bb235b1cd9bc732b3e2.tar.gz
freebsd-ports-gnome-6cf74f5799011b4cdc645bb235b1cd9bc732b3e2.tar.zst
freebsd-ports-gnome-6cf74f5799011b4cdc645bb235b1cd9bc732b3e2.zip
- Add a new port: finance/R-cran-PerformanceAnalytics
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. WWW: http://cran.r-project.org/web/packages/PerformanceAnalytics/
-rw-r--r--finance/Makefile1
-rw-r--r--finance/R-cran-PerformanceAnalytics/Makefile24
-rw-r--r--finance/R-cran-PerformanceAnalytics/distinfo2
-rw-r--r--finance/R-cran-PerformanceAnalytics/pkg-descr9
4 files changed, 36 insertions, 0 deletions
diff --git a/finance/Makefile b/finance/Makefile
index 2ef92804e18a..51fe03c4d1ca 100644
--- a/finance/Makefile
+++ b/finance/Makefile
@@ -3,6 +3,7 @@
COMMENT = Monetary, financial and related applications
+ SUBDIR += R-cran-PerformanceAnalytics
SUBDIR += R-cran-RFinanceYJ
SUBDIR += R-cran-TTR
SUBDIR += R-cran-ccgarch
diff --git a/finance/R-cran-PerformanceAnalytics/Makefile b/finance/R-cran-PerformanceAnalytics/Makefile
new file mode 100644
index 000000000000..67ae9ceba8a2
--- /dev/null
+++ b/finance/R-cran-PerformanceAnalytics/Makefile
@@ -0,0 +1,24 @@
+# New ports collection makefile for: R-cran-PerformanceAnalytics
+# Date created: 2012-04-19
+# Whom: TAKATSU Tomonari <tota@FreeBSD.org>
+#
+# $FreeBSD$
+#
+
+PORTNAME= PerformanceAnalytics
+PORTVERSION= 1.0.4.4
+CATEGORIES= finance
+DISTNAME= ${PORTNAME}_${PORTVERSION}
+
+MAINTAINER= tota@FreeBSD.org
+COMMENT= Econometric tools for performance and risk analysis
+
+LICENSE= GPLv1
+
+RUN_DEPENDS= R-cran-zoo>0:${PORTSDIR}/math/R-cran-zoo \
+ R-cran-xts>=0.8:${PORTSDIR}/math/R-cran-xts
+
+USE_R_MOD= yes
+R_MOD_AUTOPLIST= yes
+
+.include <bsd.port.mk>
diff --git a/finance/R-cran-PerformanceAnalytics/distinfo b/finance/R-cran-PerformanceAnalytics/distinfo
new file mode 100644
index 000000000000..debd7174af3e
--- /dev/null
+++ b/finance/R-cran-PerformanceAnalytics/distinfo
@@ -0,0 +1,2 @@
+SHA256 (PerformanceAnalytics_1.0.4.4.tar.gz) = 14d0341cabaead97e1ac07a4718951f2c7bff3c18be3bb5b794b6e10c1408c7f
+SIZE (PerformanceAnalytics_1.0.4.4.tar.gz) = 1621745
diff --git a/finance/R-cran-PerformanceAnalytics/pkg-descr b/finance/R-cran-PerformanceAnalytics/pkg-descr
new file mode 100644
index 000000000000..ec7d1d37e446
--- /dev/null
+++ b/finance/R-cran-PerformanceAnalytics/pkg-descr
@@ -0,0 +1,9 @@
+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.
+
+WWW: http://cran.r-project.org/web/packages/PerformanceAnalytics/