STARR: Compute sample STARR

Description Usage Arguments Value Author(s) Examples

Description

Compute sample STARR

Usage

1
STARR(data, ..., alpha = 0.05, rf = 0)

Arguments

data

vector of data

...

other parameters

alpha

tail probability

rf

risk-free interest rate

Value

sample STARR

Author(s)

Xin Chen, chenx26@uw.edu

Examples

1
STARR(rnorm(10))

chenx26/EstimatorStandardError documentation built on May 13, 2019, 3:53 p.m.