Package: RPESE 1.2.7

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>.

Authors:Anthony Christidis [aut, cre], Xin Chen [aut]

RPESE_1.2.7.tar.gz
RPESE_1.2.7.zip(r-4.7)RPESE_1.2.7.zip(r-4.6)RPESE_1.2.7.zip(r-4.5)
RPESE_1.2.7.tgz(r-4.6-any)RPESE_1.2.7.tgz(r-4.5-any)
RPESE_1.2.7.tar.gz(r-4.7-any)RPESE_1.2.7.tar.gz(r-4.6-any)
RPESE_1.2.7.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
RPESE/json (API)
NEWS

# Install 'RPESE' in R:
install.packages('RPESE', repos = c('https://anthonychristidis.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/anthonychristidis/rpese/issues

On CRAN:

Conda:

4.76 score 11 scripts 5.3k downloads 16 exports 15 dependencies

Last updated from:19cc4780dc. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK112
source / vignettesOK174
linux-release-x86_64OK105
macos-release-arm64OK113
macos-oldrel-arm64OK104
windows-develOK78
windows-releaseOK84
windows-oldrelOK83
wasm-releaseOK101

Exports:DSR.SEES.SEESratio.SEEstimatorSELPM.SEMean.SEOmegaRatio.SEprintSERachevRatio.SErobMean.SESD.SESemiSD.SESoR.SESR.SEVaR.SEVaRratio.SE

Dependencies:bootDEoptimRlatticemvtnormpcaPPpyinitRcppRcppEigenRobStatTMrobustbaseRPEGLMENRPEIFrrcovxtszoo

Risk and Performance Estimators Standared Errors (RPESE)

Rendered fromRPESEVignette.pdf.asisusingR.rsp::asison May 28 2026.

Last update: 2019-10-28
Started: 2019-10-26