ism_vcov
(Package: SharpeR) :
Compute variance covariance of Inverse 'Unified' Second Moment
Computes the variance covariance matrix of the inverse unified second moment matrix.
● Data Source:
CranContrib
● Keywords: univar
● Alias: ism_vcov
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0 images
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is.sr
(Package: SharpeR) :
Is this in the "sr" class?
Checks if an object is in the class 'sr'
● Data Source:
CranContrib
● Keywords:
● Alias: is.sr
●
0 images
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as.sr
(Package: SharpeR) :
Compute the Sharpe ratio.
Computes the Sharpe ratio of some observed returns.
● Data Source:
CranContrib
● Keywords: univar
● Alias: as.sr, as.sr.data.frame, as.sr.default, as.sr.lm, as.sr.matrix, as.sr.timeSeries, as.sr.xts
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0 images
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plambdap
(Package: SharpeR) :
The lambda-prime distribution.
Distribution function and quantile function for LeCoutre's lambda-prime distribution with df degrees of freedom and the observed t-statistic, tstat .
● Data Source:
CranContrib
● Keywords: distribution
● Alias: plambdap, qlambdap, rlambdap
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3 images
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power.sropt_test
(Package: SharpeR) :
Power calculations for optimal Sharpe ratio tests
Compute power of test, or determine parameters to obtain target power.
● Data Source:
CranContrib
● Keywords: htest
● Alias: power.sropt_test
●
0 images
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as.sropt
(Package: SharpeR) :
Compute the Sharpe ratio of the Markowitz portfolio.
Computes the Sharpe ratio of the Markowitz portfolio of some observed returns.
● Data Source:
CranContrib
● Keywords: univar
● Alias: as.sropt, as.sropt.default, as.sropt.xts
●
0 images
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as.del_sropt
(Package: SharpeR) :
Compute the Sharpe ratio of a hedged Markowitz portfolio.
Computes the Sharpe ratio of the hedged Markowitz portfolio of some observed returns.
● Data Source:
CranContrib
● Keywords: univar
● Alias: as.del_sropt, as.del_sropt.default, as.del_sropt.xts
●
0 images
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SharpeR-NEWS
(Package: SharpeR) :
News for package 'SharpeR':
News for package 'SharpeR'
● Data Source:
CranContrib
● Keywords:
● Alias: SharpeR-NEWS
●
0 images
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sr_test
(Package: SharpeR) :
test for Sharpe ratio
Performs one and two sample tests of Sharpe ratio on vectors of data.
● Data Source:
CranContrib
● Keywords: htest
● Alias: sr_test
●
1 images
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sr
(Package: SharpeR) :
Create an 'sr' object.
Spawns an object of class sr .
● Data Source:
CranContrib
● Keywords: univar
● Alias: sr
●
0 images
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