man-roxygen/param-cumulants.R
In shabbychef/SharpeR: Statistical Significance of the Sharpe Ratio
#' @param cumulants an optional array of the higher order cumulants
#' of the returns distribution. The first element shall
#' be the skew; the second the excess kurtosis. Up to the
#' sixth cumulant can be given. Higher order
#' approximations for the moments of the Sharpe ratio can be
#' computed based on these cumulants.
shabbychef/SharpeR documentation built on Aug. 21, 2021, 8:50 a.m.
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#' @param cumulants an optional array of the higher order cumulants
#' of the returns distribution. The first element shall
#' be the skew; the second the excess kurtosis. Up to the
#' sixth cumulant can be given. Higher order
#' approximations for the moments of the Sharpe ratio can be
#' computed based on these cumulants.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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