News for package 'SharpeR':

Description

News for package 'SharpeR'

Changes in SharpeR Version 1.1.0 (2016-03-14)

  • fix sr_vcov on array input.

  • add SRIC method.

  • add SRIC to print.sropt.

  • change predint output to matrix.

Changes in SharpeR Version 1.0.0 (2015-06-18)

  • sane version numbers.

  • unpaired k sample test of Sharpe.

  • rely on same for unpaired 2 sample test.

  • prediction intervals for Sharpe based on upsilon.

  • more tests.

Changes in SharpeR Version 0.1501 (2014-12-06)

  • fix inference of mark frequency from e.g. xts objects.

  • add rlambdap.

Changes in SharpeR Version 0.1401 (2014-01-05)

  • fix second moment asymptotic covariance.

  • add confidence distribution functions for sr, sr.opt.

Changes in SharpeR Version 0.1310 (2013-10-30)

  • inverse second moment asymptotic covariance.

Changes in SharpeR Version 0.1309 (2013-09-20)

  • spanning/hedging tests.

  • sr equality test via callback variance covariance computation.

  • split vignette in two.

Changes in SharpeR Version 0.1307 (2013-05-30)

  • proper d.f. in sr objects with different nan fill.

  • restore vignette.

SharpeR Initial Version 0.1306 (2013-05-21)

  • put on CRAN

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