Files in chenx26/EstimatorStandardError
Risk/Performance Measure Estimator Standard Error
.Rbuildignore
.gitignore
.travis.yml
DESCRIPTION
EstimatorStandardError.Rproj
LICENSE
NAMESPACE
R/ES_SE.R
R/EstimatorES.R
R/GLM_EN.R
R/HW1981.R
R/InfluenceFunctions.R
R/LPM_SE.R
R/Measures.R
R/NSE_NW.R
R/OmegaRatio_SE.R
R/SE_pspectrum.R
R/SE_pspectrum_glmnet_exp.R
R/STARR_SE.R
R/SharpeRatio_SE.R
R/SortinoRatio_SE.R
R/StdDev_SE.R
R/VaR_SE.R
R/data.R
R/printSE.R
R/zzz.R
README.md
data/edhec.csv
data/edhec.rda
data/managers.csv
data/managers.rda
data/portfolio_bacon.csv
data/portfolio_bacon.rda
data/prices.rda
data/weights.rda
man/ES.IF.Rd
man/ES.SE.Rd
man/ES.hist.Rd
man/EstimatorSE.Rd
man/LPM.IF.Rd
man/LPM.Rd
man/LPM.SE.Rd
man/OmegaRatio.IF.Rd
man/OmegaRatio.Rd
man/OmegaRatio.SE.Rd
man/RES.Rd
man/SD.IF.Rd
man/SE.BOOT.cor.Rd
man/SE.BOOT.iid.Rd
man/SE.HW1981.Rd
man/SE.IF.cor.Rd
man/SE.IF.iid.Rd
man/SE.glmnet_exp.Rd
man/SE.glmnet_exp.pspectrum.Rd
man/SE.pspectrum.Rd
man/SE.xts.Rd
man/SR.IF.Rd
man/SR.Rd
man/SSD.IF.Rd
man/STARR.IF.Rd
man/STARR.Rd
man/STARR.SE.Rd
man/SharpeRatio.SE.Rd
man/SoR.IF.Rd
man/SoR.Rd
man/SoR.const.IF.Rd
man/SoR.const.Rd
man/SortinoRatio.SE.Rd
man/StdDev.se.Rd
man/VaR.IF.Rd
man/VaR.SE.Rd
man/VaR.hist.Rd
man/edhec.Rd
man/managers.Rd
man/mu.IF.Rd
man/myperiodogram.Rd
man/nse.nw.Rd
man/portfolio_bacon.Rd
man/prices.Rd
man/printSE.Rd
man/weights.Rd
tests/Clean_up_test.R
tests/FirstTest.R
tests/SampleCodeUsingEsimatorES.R
tests/testthat.R
tests/testthat/test-sd.R
vignettes/EstimatorSEVignette.pdf
vignettes/EstimatorSEVignette.pdf.asis
