| edhec | edhec documentation here |
| ES.hist | Compute sample Expected Shortfall |
| ES.IF | Influence Function of Expected Shortfall (ES) |
| ES.SE | Calculates Expected Shortfall(ES) (or Conditional... |
| EstimatorSE | Wrapper function for computing the standard error of... |
| LPM | Compute sample lower partial moment |
| LPM.IF | Compute the influence function of LPM |
| LPM.SE | Wrapper function that computes LPM and the standard error of... |
| managers | managers documentation here |
| mu.IF | Influence Function of Mean |
| myperiodogram | Compute the periodogram as defined in H&W 1981 |
| nse.nw | Newey-West NSE estimators. |
| OmegaRatio | Compute sample Omega Ratio |
| OmegaRatio.IF | Compute influence function of Omega Ratio |
| OmegaRatio.SE | Wrapper function that computes Omega Ratio and the standard... |
| portfolio_bacon | portfolio_bacon documentation here |
| prices | prices documentation here |
| printSE | Formatted output of the results from xxx.SE() functions |
| RES | Compute sample Robust Expected Shortfall |
| SD.IF | Influence Function of Standard Deviation |
| SE.BOOT.cor | Compute the standard error of the measure by tsboot() |
| SE.BOOT.iid | Compute the standard error of the measure by iid... |
| SE.glmnet_exp | Compute the standard error of the mean of the data using... |
| SE.glmnet_exp.pspectrum | Compute long run variance by using pspectrum to compute the... |
| SE.HW1981 | Exact implementation of H&W 1981, compute the variance of the... |
| SE.IF.cor | Compute the standard error using GLM-EN approach for serially... |
| SE.IF.iid | Compute the standard error using influence function approach... |
| SE.pspectrum | Use pspectrum function to compute long run variance |
| SE.xts | compute the standard error for the xts object |
| SharpeRatio.SE | calculate a traditional or modified Sharpe Ratio of Return... |
| SoR | Compute sample Sortino Ratio with mean threshold |
| SoR.const | Compute sample Sortino Ratio with constant threshold |
| SoR.const.IF | Influence Function of Sortino Ratio with Constant Threshold |
| SoR.IF | Influence Function of Sortino Ratio with Mean Return... |
| SortinoRatio.SE | calculate Sortino Ratio of performance over downside risk |
| SR | Compute sample Sharpe Ratio from data |
| SR.IF | Compute the Influence Function value of Sharpe Ratio |
| SSD.IF | Influence Function of Semi-Standard Deviation using mean as... |
| STARR | Compute sample STARR |
| STARR.IF | Influence Function of STARR Ratio |
| STARR.SE | Wrapper function that computes STARR and the standard error... |
| StdDev.se | calculates Standard Deviation for univariate and multivariate... |
| VaR.hist | Compute sample value-at-risk |
| VaR.IF | Compute the influence function of value-at-risk |
| VaR.SE | calculate various Value at Risk (VaR) measures |
| weights | weights documentation here |
