sandbox/pulkit/week2/tests/test_SharpeIndifference.R
In braverock/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)
}
braverock/PerformanceAnalytics documentation built on Feb. 16, 2024, 5:37 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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