Statistical Significance of the Sharpe Ratio

as.del_sropt | Compute the Sharpe ratio of a hedged Markowitz portfolio. |

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 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_equality_test | Paired test for equality of Sharpe ratio |

sric | Sharpe Ratio Information Coefficient |

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. |

summary | Summarize a Sharpe, or (delta) optimal Sharpe object. |

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