Last data update: 2014.03.03
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SharpeR
Package: SharpeR
Maintainer: Steven E. Pav <shabbychef@gmail.com>
Authors@R: c(person(c("Steven", "E."), "Pav", role=c("aut","cre"),
email="shabbychef@gmail.com"))
Version: 1.1.0
Date: 2016-03-13
License: LGPL-3
Title: Statistical Significance of the Sharpe Ratio
BugReports: https://github.com/shabbychef/SharpeR/issues
Description: A collection of tools for analyzing significance of trading
strategies, based on the Sharpe ratio and overfit of the same.
Depends: R (>= 3.0.0)
Imports: matrixcalc, sadists (>= 0.2.0)
Suggests: xtable, xts, timeSeries, quantmod, MASS, TTR, testthat,
sandwich, knitr
URL: https://github.com/shabbychef/SharpeR
VignetteBuilder: knitr
Collate: 'SharpeR.r' 'utils.r' 'distributions.r' 'sr.r' 'estimation.r'
'tests.r' 'unified.r'
RoxygenNote: 5.0.1
NeedsCompilation: no
Packaged: 2016-03-14 03:52:16 UTC; spav
Author: Steven E. Pav [aut, cre]
Repository: CRAN
Date/Publication: 2016-03-14 07:54:14
Install log
* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'SharpeR' ...
** package 'SharpeR' successfully unpacked and MD5 sums checked
** R
** inst
** preparing package for lazy loading
** help
*** installing help indices
converting help for package 'SharpeR'
finding HTML links ... done
NEWS html
SharpeR html
as.del_sropt html
as.sr html
as.sropt html
confint html
del_sropt html
dsr html
dsropt html
inference html
is.del_sropt html
is.sr html
is.sropt html
ism_vcov html
pco_sropt html
plambdap html
power.sr_test html
power.sropt_test html
predint html
print html
reannualize html
se html
sm_vcov html
sr html
sr_equality_test html
sr_test html
sr_unpaired_test html
sr_vcov html
sric html
sropt html
sropt_test html
summary html
** building package indices
** installing vignettes
** testing if installed package can be loaded
* DONE (SharpeR)
Making 'packages.html' ... done
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