summary.sr | R Documentation |
Computes a ‘summary’ of an object, adding in some statistics.
## S3 method for class 'sr'
summary(object, ...)
## S3 method for class 'sropt'
summary(object, ...)
object |
an object of class |
... |
additional arguments affecting the summary produced, though ignored here. |
Enhances an object of class sr
, sropt
or del_sropt
to also
include t- or T-statistics, p-values, and so on.
When an sr
object is input, the object cast to class summary.sr
with some
additional fields:
the equivalent t-statistic.
the p-value under the null.
the standard error of the Sharpe ratio.
When an sropt
object is input, the object cast to class summary.sropt
with some
additional fields:
the p-value under the null.
the SRIC value, see sric
.
Steven E. Pav shabbychef@gmail.com
Sharpe, William F. "Mutual fund performance." Journal of business (1966): 119-138. https://ideas.repec.org/a/ucp/jnlbus/v39y1965p119.html
print.sr
.
Other sr:
as.sr()
,
confint.sr()
,
dsr()
,
is.sr()
,
plambdap()
,
power.sr_test()
,
predint()
,
print.sr()
,
reannualize()
,
se()
,
sr
,
sr_equality_test()
,
sr_test()
,
sr_unpaired_test()
,
sr_vcov()
# Sharpe's 'model': just given a bunch of returns.
set.seed(1234)
asr <- as.sr(rnorm(253*3),ope=253)
summary(asr)
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