Description Usage Arguments Details Value Author(s) References See Also Examples

Computes a ‘summary’ of an object, adding in some statistics.

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`obj` |
an object of class |

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:

- tval
the equivalent t-statistic.

- pval
the p-value under the null.

- serr
the standard error of the Sharpe ratio.

When an `sropt`

object is input, the object cast to class `summary.sropt`

with some
additional fields:

- pval
the p-value under the null.

- SRIC
the SRIC value, see

`sric`

.

Steven E. Pav [email protected]

Sharpe, William F. "Mutual fund performance." Journal of business (1966): 119-138. http://ideas.repec.org/a/ucp/jnlbus/v39y1965p119.html

Other sr: `as.sr`

, `confint.sr`

,
`dsr`

, `is.sr`

,
`plambdap`

, `power.sr_test`

,
`predint`

, `print.sr`

,
`reannualize`

, `se`

,
`sr_equality_test`

, `sr_test`

,
`sr_unpaired_test`

, `sr_vcov`

,
`sr`

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