f {sharpeRratio}R Documentation

A pre-calibrated spline function needed to translate the number of upper/lower records in to signa-to-noise ratios.

Description

This function is needed to translate the number of records to Sharpe ratios. There should not be any need to use directly this function.

See Also

estimateSNR


[Package sharpeRratio version 1.4.3 Index]