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",
    comment = c(ORCID = "0000-0002-4197-6195")))
Version: 1.4.0
Date: 2024-12-17
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
        assets, funds, and trading strategies, based on the Sharpe
        ratio and overfit of the same. Provides density, distribution,
        quantile and random generation of the Sharpe ratio distribution
        based on normal returns, as well as the optimal Sharpe ratio
        over multiple assets. Computes confidence intervals on the
        Sharpe and provides a test of equality of Sharpe ratios based
        on the Delta method. The statistical foundations of the Sharpe
        can be found in the author's Short Sharpe Course
        <doi:10.2139/ssrn.3036276>.
Depends: R (>= 3.0.0)
Imports: matrixcalc, zoo, epsiwal, methods
Suggests: xtable, xts, timeSeries, quantmod, MASS, TTR, testthat,
        sandwich, txtplot, knitr
URL: https://github.com/shabbychef/SharpeR
VignetteBuilder: knitr
Collate: 'SharpeR.r' 'data.r' 'utils.r' 'distributions.r' 'sr.r'
        'estimation.r' 'overoptimism.r' 'sr_bias.r' 'tests.r'
        'unified.r'
RoxygenNote: 7.3.2
Repository: https://shabbychef.r-universe.dev
Date/Publication: 2024-12-21 01:46:12 UTC
RemoteUrl: https://github.com/shabbychef/SharpeR
RemoteRef: HEAD
RemoteSha: 6b631e862a90deb3a41cfa03846b1921f61ed698
NeedsCompilation: no
Packaged: 2026-05-26 10:23:09 UTC; root
Author: Steven E. Pav [aut, cre] (ORCID:
    <https://orcid.org/0000-0002-4197-6195>)