GSoC/GCI Archive
Google Summer of Code 2012 R project for statistical computing

Inclusion of Attilio Meucci's implementations in ReturnAnalytics

by Manan Shah for R project for statistical computing

The existing PerformanceAnalytics, PortfolioAnalytics and FactorAnalytics packages have included the tools/functions for performance and risk analysis as well as portfolio optimization. More functions related to advanced risk and portfolio management proposed by Attilio Meucci can be added. This proposal focuses on extension of the mentioned packages related to these developments.