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DESCRIPTION
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DESCRIPTION
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Package: SharpeR
Maintainer: Steven E. Pav <shabbychef@gmail.com>
Authors@R: c(person(c("Steven", "E."), "Pav", role=c("aut","cre"),
email="shabbychef@gmail.com"))
Version: 1.0.0.7000
Date: 2015-06-22
License: LGPL-3
Title: Statistical Significance of the Sharpe Ratio
BugReports: https://github.com/shabbychef/SharpeR/issues
Description: A collection of tools for analyzing significance of trading
strategies, based on the Sharpe ratio and overfit of the same.
Depends:
R (>= 3.0.0)
Imports:
matrixcalc,
sadists (>= 0.2.0)
Suggests:
xtable,
xts,
timeSeries,
quantmod,
MASS,
TTR,
testthat,
sandwich,
knitr
URL: https://github.com/shabbychef/SharpeR
VignetteBuilder: knitr
Collate:
'distributions.r'
'estimation.r'
'SharpeR.r'
'sr.r'
'tests.r'
'unified.r'
'utils.r'