Estimates of Standard Errors for Risk and Performance Measures

---

Documentation for package ‘RPESE’ version 1.2.5

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

DSR.SE	Standard Error Estimate for Downside Sharpe Ratio (DSR) of Returns
ES.SE	Standard Error Estimate for Expected Shortfall (ES) of Returns
ESratio.SE	Standard Error Estimate for Expected Shortfall Ratio (ESratio) of Returns
EstimatorSE	Wrapper Function for Standard Errors Estimates Functions
LPM.SE	Standard Error Estimate for Lower Partial Moment (LPM) of Returns
Mean.SE	Standard Error Estimate for Mean of Returns
OmegaRatio.SE	Standard Error Estimate for Omega Ratio of Returns
printSE	Formatted Output for Standard Errors Functions in RPESE
RachevRatio.SE	Standard Error Estimate for Rachev Ratio of Returns
robMean.SE	Standard Error Estimate for Robust Location (Mean) M-Estimator of Returns
SD.SE	Standard Error Estimate for Standard Deviation (SD) of Returns
SemiSD.SE	Standard Error Estimate for Semi-Standared Deviation (SemiSD) of Returns
SoR.SE	Standard Error Estimate for Sortino Ratio (SoR) of Returns
SR.SE	Standard Error Estimate for Sharpe Ratio (SR) of Returns
VaR.SE	Standard Error Estimate for Value-at-Risk (VaR) of Returns
VaRratio.SE	Standard Error Estimate for Value-at-Risk Ratio (VaRratio) of Returns