Package: RPESE
Type: Package
Title: Estimates of Standard Errors for Risk and Performance Measures
Version: 1.2.7
Date: 2025-12-28
Authors@R: c(
    person(given = "Anthony",
           family = "Christidis",
           role = c("aut", "cre"),
           email = "anthony.christidis@stat.ubc.ca"),
    person(given = "Xin",
           family = "Chen",
           role = "aut",
           email = "chenx26@uw.edu"))
Description: 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>.
Encoding: UTF-8
Biarch: true
License: GPL (>= 2)
Imports: xts, zoo, boot, RPEIF, RPEGLMEN, RobStatTM
Suggests: testthat, R.rsp, PerformanceAnalytics
Depends:
RoxygenNote: 7.3.2
VignetteBuilder: R.rsp
Repository: https://anthonychristidis.r-universe.dev
Date/Publication: 2025-12-29 02:59:13 UTC
RemoteUrl: https://github.com/anthonychristidis/rpese
RemoteRef: HEAD
RemoteSha: 19cc4780dc4fad07cac36bd35da583a6a25a37e4
NeedsCompilation: no
Packaged: 2026-07-07 05:56:25 UTC; root
Author: Anthony Christidis [aut, cre],
  Xin Chen [aut]
Maintainer: Anthony Christidis <anthony.christidis@stat.ubc.ca>