sandbox/pulkit/week2/tests/test_SharpeIndifference.R

library(RUnit)
library(PerformanceAnalytics)
data(edhec)

test_BenchmarkSR<-function(){
  
  checkEqualsNumeric(BenchmarkSR(edhec),0.393797,tolerance = 1.0e-6)
  
}
cloudcell/PerformanceAnalytics documentation built on May 13, 2019, 8:01 p.m.