| as.del_sropt | Compute the Sharpe ratio of a hedged Markowitz portfolio. |
| asnr_confint | Confidence intervals on achieved SnR |
| as.sr | Compute the Sharpe ratio. |
| as.sropt | Compute the Sharpe ratio of the Markowitz portfolio. |
| confint | Confidence Interval on (optimal) Signal-Noise Ratio |
| del_sropt | Create an 'del_sropt' object. |
| dsr | The (non-central) Sharpe ratio. |
| dsropt | The (non-central) maximal Sharpe ratio distribution. |
| inference | Inference on noncentrality parameter of F-like statistic |
| is.del_sropt | Is this in the "del_sropt" class? |
| ism_vcov | Compute variance covariance of Inverse 'Unified' Second... |
| is.sr | Is this in the "sr" class? |
| is.sropt | Is this in the "sropt" class? |
| NEWS | News for package 'SharpeR': |
| pco_sropt | The 'confidence distribution' for maximal Sharpe ratio. |
| plambdap | The lambda-prime distribution. |
| power.sropt_test | Power calculations for optimal Sharpe ratio tests |
| power.sr_test | Power calculations for Sharpe ratio tests |
| predint | prediction interval for Sharpe ratio |
| print | Print values. |
| reannualize | Change the annualization of a Sharpe ratio. |
| se | Standard error computation |
| SharpeR | statistics concerning Sharpe ratio and Markowitz portfolio |
| sm_vcov | Compute variance covariance of 'Unified' Second Moment |
| sr | Create an 'sr' object. |
| sr_bias | sr_bias . |
| sr_conditional_test | conditional test for maximum Sharpe ratios. |
| sr_equality_test | Paired test for equality of Sharpe ratio |
| sric | Sharpe Ratio Information Coefficient |
| sr_max_test | test for multiple Sharpe ratios. |
| sropt | Create an 'sropt' object. |
| sropt_test | test for optimal Sharpe ratio |
| sr_test | test for Sharpe ratio |
| sr_unpaired_test | test for equation on unpaired Sharpe ratios |
| sr_variance | sr_variance . |
| sr_vcov | Compute variance covariance of Sharpe Ratios. |
| stock_returns | Stock Returns Data |
| summary | Summarize a Sharpe, or (delta) optimal Sharpe object. |
