API for PeerPerformance
Luck-Corrected Peer Performance Analysis in R
| Global functions | |
|---|---|
| .adjustPi | Source code |
| .alphaScreening | Source code |
| .alphaScreeningi | Source code |
| .bootIndices | Source code |
| .computeOptLambda | Source code |
| .computePi | Source code |
| .computePizero | Source code |
| .infoFund | Source code |
| .msharpe | Source code |
| .msharpe.ratio.diff | Source code |
| .msharpeBlockSize | Source code |
| .msharpeScreening | Source code |
| .msharpeScreeningi | Source code |
| .msharpeTestAsymptotic | Source code |
| .msharpeTestBootstrap | Source code |
| .msharpeTesting | Source code |
| .se.msharpe.asymptotic | Source code |
| .se.msharpe.bootstrap | Source code |
| .se.sharpe.asymptotic | Source code |
| .se.sharpe.bootstrap | Source code |
| .sharpe | Source code |
| .sharpe.ratio.diff | Source code |
| .sharpeBlockSize | Source code |
| .sharpeScreening | Source code |
| .sharpeScreeningi | Source code |
| .sharpeTestAsymptotic | Source code |
| .sharpeTestBootstrap | Source code |
| .sharpeTesting | Source code |
| PeerPerformance | Man page |
| alphaFactor | Source code |
| alphaScreening | Man page |
| hfdata | Man page |
| msharpe | Man page Source code |
| msharpeScreening | Man page |
| msharpeTesting | Man page |
| processControl | Source code |
| sharpe | Man page Source code |
| sharpeScreening | Man page |
| sharpeTesting | Man page |
