sandbox/pulkit/week2/tests/test_SharpeIndifference.R
In R-Finance/PerformanceAnalytics: Econometric tools for performance and risk analysis.
library(RUnit)
library(PerformanceAnalytics)
data(edhec)
test_BenchmarkSR<-function(){
checkEqualsNumeric(BenchmarkSR(edhec),0.393797,tolerance = 1.0e-6)
}
R-Finance/PerformanceAnalytics documentation built on May 8, 2019, 3:54 a.m.
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library(RUnit)
library(PerformanceAnalytics)
data(edhec)
test_BenchmarkSR<-function(){
checkEqualsNumeric(BenchmarkSR(edhec),0.393797,tolerance = 1.0e-6)
}
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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