f: A pre-calibrated spline function needed to translate the...

fR Documentation

A pre-calibrated spline function needed to translate the number of upper/lower records in to signa-to-noise ratios.

Description

This function is needed to translate the number of records to Sharpe ratios. There should not be any need to use directly this function.

See Also

estimateSNR


sharpeRratio documentation built on July 5, 2022, 5:14 p.m.