Man pages for GRS.test
GRS Test for Portfolio Efficiency, Its Statistical Power Analysis, and Optimal Significance Level Calculation

dataFama-French Data: 25 size-B/M portfolio and risk factors,...
GRS.MLtestGRS Test Statistic and p-value based on Maximum Likelihood...
GRS.optimalOptimal Level of Significance for the GRS test: Normality...
GRS.optimalbootOptimal Level of Significance for the GRS test: Bootstrapping
GRS.optimalbootweightWeighted Optimal Level of Significance for the GRS test:...
GRS.optimalweightWeighted Optimal Level of Significance for the GRS test:...
GRS.PowerStatistical Power of the GRS test
GRS.PowerfuncPower functions for the GRS test
GRS.TSample Size Selection for the GRS test
GRS.testGRS test and Model Estimation Results
GRS.test-packageGRS Test for Portfolio Efficiency, Its Statistical Power...
GRS.test documentation built on Dec. 4, 2017, 9:03 a.m.