shabbychef / SharpeR

R package for inference on the Sharpe ratio.

shabbychef/SharpeR Issues

Possibly remove pupsilon from sr_unpaired_test
Updated 5 years ago3
make it easier to perform unbiased estimation
Updated 5 years ago
annualized srs break predint and sr_unpaired_test
Updated 6 years ago2
Alternative methods for sr_unpaired_test
Updated 6 years ago
add Bao's bias function
Closed 6 years ago2
something about summary
Closed 6 years ago1
output of predint is awful
Closed 8 years ago1
implement SRIC
Closed 8 years ago1
sr_vcov pukes on single column of input
Closed 8 years ago1
Export to data.frame
Closed 8 years ago5
support everywhere for alternative bases
Closed 9 years ago1