Last data update: 2014.03.03

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

● Cran Task View: Finance
7 images, 32 functions, 0 datasets
● Reverse Depends: 0

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