SharpeR-NEWS {SharpeR} | R Documentation |
News for package 'SharpeR':
Description
News for package 'SharpeR'
Changes in SharpeR Version 1.4.0 (2024-12-17)
Add inference on group SNR via Bonferroni and MHT tests.
Add confidence intervals on achieved SNR.
Fix some time inference code.
Add dependency on
epsiwal
andzoo
packages.
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