Man pages for sharpeRratio
Moment-Free Estimation of Sharpe Ratios
| a | A pre-calibrated spline function needed to translate the... |
| computeR0bar | Computes the average difference between the number of upper... |
| estimateSNR | computes the signal-to-noise ratio |
| f | A pre-calibrated spline function needed to translate the... |
| num_records_down | Computes the number of lower records of the cumulative sum of... |
| num_records_up | Computes the number of upper records of the cumulative sum of... |
| sharpeRratio-package | A moment-free estimator of the Sharpe (signal-to-noise) ratio |
