API for SharpeR
Statistical Significance of the Sharpe Ratio

Global functions
.F_ncp_KRS Source code
.F_ncp_MLE_single Source code
.F_ncp_unbiased Source code
.F_to_T2 Source code
.T2_to_F Source code
.T2_to_sropt Source code
.T2sropt Source code
.annualize Source code
.annualize2 Source code
.as.sr.unified Source code
.atoeplitz Source code
.bias1 Source code
.bias2 Source code
.compute_sr Source code
.d_T2_to_F Source code
.d_T2_to_sropt Source code
.deannualize Source code
.deannualize2 Source code
.del_sropt.asF Source code
.genint Source code
.get_strat_names Source code
.infer_delt_xts Source code
.infer_ope_xts Source code
.inference Source code
.kstat Source code
.oneside2two Source code
.psr Source code
.qco_f Source code
.qco_sropt Source code
.qform Source code
.qlambdap Source code
.qoform Source code
.smplgamma Source code
.sr2t Source code
.sr_eq_guts Source code
.sr_test_on_sr Source code
.sropt.pval Source code
.sropt2T Source code
.sropt_to_T2 Source code
.sub.markowitz Source code
.t2sr Source code
.t_bias2 Source code
.t_confint Source code
.t_recenter Source code
.t_se Source code
.t_se_Bao Source code
.t_se_Mertens Source code
.t_se_normal Source code
SharpeR-NEWS Man page
SharpeR-package Man page
T2.inference Source code
as.del_sropt Man page Source code
as.del_sropt.default Man page Source code
as.del_sropt.xts Man page Source code
as.markowitz Source code
as.markowitz.default Source code
as.sr Man page Source code
as.sr.data.frame Man page Source code
as.sr.default Man page Source code
as.sr.lm Man page Source code
as.sr.matrix Man page Source code
as.sr.timeSeries Man page Source code
as.sr.xts Man page Source code
as.sropt Man page Source code
as.sropt.default Man page Source code
as.sropt.xts Man page Source code
confint.del_sropt Man page Source code
confint.sr Man page Source code
confint.sropt Man page Source code
dT2 Source code
del_sropt Man page Source code
drt Source code
dsr Man page Source code
dsropt Man page Source code
format.sr Source code
inference Man page Source code
inference.del_sropt Man page Source code
inference.sropt Man page Source code
is.del_sropt Man page Source code
is.sr Man page Source code
is.sropt Man page Source code
ism_vcov Man page Source code
ivech Source code
markowitz Source code
pT2 Source code
pco_f Source code
pco_sropt Man page Source code
plambdap Man page Source code
power.sr_test Man page Source code
power.sropt_test Man page Source code
predint Man page Source code
print.del_sropt Man page Source code
print.sr Man page Source code
print.sropt Man page Source code
prt Source code
psr Man page Source code
psropt Man page Source code
qT2 Source code
qco_sropt Man page
qlambdap Man page
qrt Source code
qsr Man page Source code
qsropt Man page Source code
rT2 Source code
reannualize Man page Source code
reannualize.sr Man page Source code
reannualize.sropt Man page Source code
rlambdap Man page Source code
rrt Source code
rsr Man page Source code
rsropt Man page Source code
se Man page Source code
se.sr Man page Source code
sm_vcov Man page Source code
sr Man page Source code
sr_bias Man page Source code
sr_equality_test Man page Source code
sr_test Man page Source code
sr_unpaired_test Man page Source code
sr_variance Man page Source code
sr_vcov Man page Source code
sric Man page Source code
sropt Man page Source code
sropt_test Man page Source code
stock_returns Man page
summary.sr Man page Source code
summary.sropt Man page Source code
SharpeR documentation built on Aug. 18, 2021, 5:08 p.m.