An efficient moment-free estimator of the Sharpe ratio, or signal-to-noise ratio, for heavy-tailed data (see <doi:10.48550/arXiv.1505.01333>).
Version: 1.4.3 Depends: R (≥ 3.5.0), ghyp, methods Imports: Rcpp (≥ 0.12.4) LinkingTo: Rcpp Published: 2022-07-05 DOI: 10.32614/CRAN.package.sharpeRratio Author: Damien Challet Maintainer: Damien Challet <damien.challet at gmail.com> License: GPL-2 | GPL-3 [expanded from: GPL] NeedsCompilation: yes Materials: README NEWS CRAN checks: sharpeRratio results Documentation: Reference manual: sharpeRratio.pdf Downloads: Package source: sharpeRratio_1.4.3.tar.gz Windows binaries: r-devel: sharpeRratio_1.4.3.zip, r-release: sharpeRratio_1.4.3.zip, r-oldrel: sharpeRratio_1.4.3.zip macOS binaries: r-release (arm64): sharpeRratio_1.4.3.tgz, r-oldrel (arm64): sharpeRratio_1.4.3.tgz, r-release (x86_64): sharpeRratio_1.4.3.tgz, r-oldrel (x86_64): sharpeRratio_1.4.3.tgz Old sources: sharpeRratio archive Linking:Please use the canonical form https://CRAN.R-project.org/package=sharpeRratio to link to this page.
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