Man pages for shabbychef/SharpeR
Statistical Significance of the Sharpe Ratio

as.del_sroptCompute the Sharpe ratio of a hedged Markowitz portfolio.
as.srCompute the Sharpe ratio.
as.sroptCompute the Sharpe ratio of the Markowitz portfolio.
confintConfidence Interval on (optimal) Signal-Noise Ratio
del_sroptCreate an 'del_sropt' object.
dsrThe (non-central) Sharpe ratio.
dsroptThe (non-central) maximal Sharpe ratio distribution.
inferenceInference on noncentrality parameter of F-like statistic
is.del_sroptIs this in the "del_sropt" class?
ism_vcovCompute variance covariance of Inverse 'Unified' Second...
is.srIs this in the "sr" class?
is.sroptIs this in the "sropt" class?
NEWSNews for package 'SharpeR':
pco_sroptThe 'confidence distribution' for maximal Sharpe ratio.
plambdapThe lambda-prime distribution.
power.sropt_testPower calculations for optimal Sharpe ratio tests
power.sr_testPower calculations for Sharpe ratio tests
predintprediction interval for Sharpe ratio
printPrint values.
reannualizeChange the annualization of a Sharpe ratio.
seStandard error computation
SharpeRstatistics concerning Sharpe ratio and Markowitz portfolio
sm_vcovCompute variance covariance of 'Unified' Second Moment
srCreate an 'sr' object.
sr_equality_testPaired test for equality of Sharpe ratio
sricSharpe Ratio Information Coefficient
sroptCreate an 'sropt' object.
sropt_testtest for optimal Sharpe ratio
sr_testtest for Sharpe ratio
sr_unpaired_testtest for equation on unpaired Sharpe ratios
sr_vcovCompute variance covariance of Sharpe Ratios.
summarySummarize a Sharpe, or (delta) optimal Sharpe object.
shabbychef/SharpeR documentation built on May 26, 2017, 6:58 a.m.