Package: GRS.test
Type: Package
Title: GRS Test for Portfolio Efficiency, Its Statistical Power
        Analysis, and Optimal Significance Level Calculation
Version: 1.2
Date: 2022-06-29
Author: Jae H. Kim <jaekim8080@gmail.com>
Maintainer: Jae H. Kim <jaekim8080@gmail.com>
Description: Computational resources for test proposed by Gibbons, Ross, Shanken (1989)<DOI:10.2307/1913625>.
	It also has the functions for the power analysis and the choice of the optimal level of significance.
	The optimal level is determined by minimizing the expected loss from hypothesis testing. 
License: GPL-2
NeedsCompilation: no
Packaged: 2022-06-30 10:07:01 UTC; jh808
Repository: CRAN
Date/Publication: 2022-07-01 21:30:21 UTC
Built: R 4.2.0; ; 2022-07-02 11:28:11 UTC; unix
