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CRAN: Package RPESE

RPESE: Estimates of Standard Errors for Risk and Performance Measures

Estimates of standard errors of popular risk and performance measures for asset or portfolio returns using methods as described in Chen and Martin (2021) <doi:10.21314/JOR.2020.446>.

Version: 1.2.5 Imports: xts, zoo, boot, RPEIF, RPEGLMEN, RobStatTM Suggests: testthat, R.rsp, PerformanceAnalytics Published: 2022-09-08 DOI: 10.32614/CRAN.package.RPESE Author: Anthony Christidis, Xin Chen Maintainer: Anthony Christidis <anthony.christidis at stat.ubc.ca> License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] NeedsCompilation: no Materials: README NEWS CRAN checks: RPESE results Documentation: Reference manual: RPESE.pdf Vignettes: Risk and Performance Estimators Standared Errors (RPESE) (source)
Downloads: Package source: RPESE_1.2.5.tar.gz Windows binaries: r-devel: RPESE_1.2.5.zip, r-release: RPESE_1.2.5.zip, r-oldrel: RPESE_1.2.5.zip macOS binaries: r-release (arm64): RPESE_1.2.5.tgz, r-oldrel (arm64): RPESE_1.2.5.tgz, r-release (x86_64): RPESE_1.2.5.tgz, r-oldrel (x86_64): RPESE_1.2.5.tgz Old sources: RPESE archive Reverse dependencies: Reverse suggests: PerformanceAnalytics Linking:

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