API for RPESE
Estimates of Standard Errors for Risk and Performance Measures

Global functions
Add_Correlations Source code
DSR Source code
DSR.SE Man page Source code
ES Source code
ES.SE Man page Source code
ESratio Source code
ESratio.SE Man page Source code
EstimatorSE Man page Source code
EstimatorSE.format Source code
LPM Source code Source code
LPM.SE Man page Source code
Mean Source code
Mean.SE Man page Source code
OmegaRatio Source code
OmegaRatio.SE Man page Source code
RachevRatio Source code
RachevRatio.SE Man page Source code
SD Source code
SD.SE Man page Source code
SE.BOOT.cor Source code
SE.BOOT.iid Source code
SE.GLMEN Source code
SE.IF.cor Source code
SE.IF.iid Source code
SE.xts Source code
SR Source code
SR.SE Man page
SemiSD Source code
SemiSD.SE Man page Source code
SoR Source code
SoR.SE Man page
SoR_C Source code
SoR_M Source code
UPM Source code
VaR Source code
VaR.SE Man page Source code
VaRratio Source code
VaRratio.SE Man page Source code
fit.periodogram Source code
printSE Man page Source code
robMean Source code
robMean.SE Man page Source code
RPESE documentation built on Sept. 23, 2021, 1:07 a.m.