Man pages for PeerPerformance
Peer performance analysis in R
| alphaScreening | Screening using the Alpha outperformance ratio |
| hfdata | Hedge-fund data |
| msharpe | Compute Modified Sharpe ratio |
| msharpeBlockSize | Optimal block length for bootstrap test of difference of... |
| msharpeScreening | Screening using the modified Sharpe outperformance ratio |
| msharpeTesting | Testing the difference of modified Sharpe ratios |
| sharpe | Compute Sharpe ratio |
| sharpeBlockSize | Optimal block length for bootstrap test of difference of... |
| sharpeScreening | Screening using the Sharpe outperformance ratio |
| sharpeTesting | Testing the difference of Sharpe ratios |
