SharpeR-NEWS {SharpeR} | R Documentation |
News for package 'SharpeR':
Description
News for package 'SharpeR'
Changes in SharpeR Version 1.3.0 (2021-08-15)
Remove tests based on upsilon distribution. Also removes dependency on sadists package.
Changes in SharpeR Version 1.2.1 (2020-02-06)
CRAN fix for warnings about ellipsis.
Changes in SharpeR Version 1.2.0 (2018-10-07)
move github figures to location CRAN understands
be smarter about S3 classes: do not redefine summary and print.
add bias and variance from Bao (2009).
support estimation of higher order moments in
as.sr
, and expands methods for se and confidence interval computations.incorporate higher order methods into one sample sr tests.
Changes in SharpeR Version 1.1.0 (2016-03-14)
fix sr_vcov on array input.
add SRIC method.
add SRIC to print.sropt.
change predint output to matrix.
Changes in SharpeR Version 1.0.0 (2015-06-18)
sane version numbers.
unpaired k sample test of Sharpe.
rely on same for unpaired 2 sample test.
prediction intervals for Sharpe based on upsilon.
more tests.
Changes in SharpeR Version 0.1501 (2014-12-06)
fix inference of mark frequency from e.g. xts objects.
add rlambdap.
Changes in SharpeR Version 0.1401 (2014-01-05)
fix second moment asymptotic covariance.
add confidence distribution functions for sr, sr.opt.
Changes in SharpeR Version 0.1310 (2013-10-30)
inverse second moment asymptotic covariance.
Changes in SharpeR Version 0.1309 (2013-09-20)
spanning/hedging tests.
sr equality test via callback variance covariance computation.
split vignette in two.
Changes in SharpeR Version 0.1307 (2013-05-30)
proper d.f. in sr objects with different nan fill.
restore vignette.
SharpeR Initial Version 0.1306 (2013-05-21)
put on CRAN