is.sropt: Is this in the "sropt" class?
In shabbychef/SharpeR: Statistical Significance of the Sharpe Ratio

Description Usage Arguments Details Value Author(s) See Also Examples

Checks if an object is in the class 'sropt'

1	is.sropt(x)

`x`	an object of some kind.

To satisfy the minimum requirements of an S3 class.

a boolean.

Steven E. Pav shabbychef@gmail.com

sropt

Other sropt: as.sropt(), confint.sr(), dsropt(), pco_sropt(), power.sropt_test(), reannualize(), sropt_test(), sropt

nfac <- 5
nyr <- 10
ope <- 253
# simulations with no covariance structure.
# under the null:
set.seed(as.integer(charToRaw("be determinstic")))
Returns <- matrix(rnorm(ope*nyr*nfac,mean=0,sd=0.0125),ncol=nfac)
asro <- as.sropt(Returns,drag=0,ope=ope)
is.sropt(asro)