Package: sharpeRratio
Type: Package
Title: Moment-Free Estimation of Sharpe Ratios
Version: 1.4.2
Date: 2021-02-23
Author: Damien Challet
Maintainer: Damien Challet <damien.challet@gmail.com>
Description: An efficient moment-free estimator of the Sharpe ratio, or signal-to-noise ratio, for heavy-tailed data (see <arXiv:1505.01333>).
License: GPL
Depends: R (>= 3.5.0), ghyp
Imports: Rcpp (>= 0.12.4)
LinkingTo: Rcpp
RoxygenNote: 7.0.2
Encoding: UTF-8
NeedsCompilation: yes
Packaged: 2021-02-23 21:48:05 UTC; damien
Repository: CRAN
Date/Publication: 2021-02-24 05:30:02 UTC
Built: R 4.0.2; x86_64-apple-darwin17.0; 2021-02-25 11:50:07 UTC; unix
Archs: sharpeRratio.so.dSYM
