Useful R Packages

There are literally thousands of add-on packages that one can install into the local development environment.   Some are extremely useful in financial planning and modelling.  These will be listed here along with links to helpful documentation.  Most if not all packages come with a kind of user manual detailing functions available, along with sparse descriptions.   Market and financial data is collected over time leading to large collections and hence handling time series data is probably a very good starting point.

Time Series

A very good overall introduction to handling time series and some of the packages available as provided in this document – packages that are of interest can all be installed on desktop.

Financial Asset Performance Analysis

Calculating and analysing results from models often requires the evaluation of performance characteristics of the assets one wishes to deploy as part of a retirement or savings plan.  This overview of the Performance Analytics package provides a good starting point.  This is an example of the user manual type of documentation that comes with Performance Analytics.