Abstract | 1 Introduction | 2 RPESE Component Packages | 3 How to Use RPESE | References
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:
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✨
DESCRIPTION |NEWS
card.svg |card.png
RPESE/json (API)
| # 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
Last updated from:19cc4780dc. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 124 | ||
| source / vignettes | OK | 175 | ||
| linux-release-x86_64 | OK | 120 | ||
| macos-release-arm64 | OK | 103 | ||
| macos-oldrel-arm64 | OK | 72 | ||
| windows-devel | OK | 96 | ||
| windows-release | OK | 79 | ||
| windows-oldrel | OK | 91 | ||
| wasm-release | OK | 131 |
Exports:DSR.SEES.SEESratio.SEEstimatorSELPM.SEMean.SEOmegaRatio.SEprintSERachevRatio.SErobMean.SESD.SESemiSD.SESoR.SESR.SEVaR.SEVaRratio.SE
Dependencies:bootDEoptimRlatticemvtnormpcaPPpyinitRcppRcppEigenRobStatTMrobustbaseRPEGLMENRPEIFrrcovxtszoo
