R: Statistical Significance of the Sharpe Ratio

# Statistical Significance of the Sharpe Ratio

## Documentation for package ‘SharpeR’ version 1.4.0

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package README

## Help Pages

SharpeR-package | statistics concerning Sharpe ratio and Markowitz portfolio
as.del_sropt | Compute the Sharpe ratio of a hedged Markowitz portfolio.
as.del_sropt.default | Compute the Sharpe ratio of a hedged Markowitz portfolio.
as.del_sropt.xts | Compute the Sharpe ratio of a hedged Markowitz portfolio.
as.sr | Compute the Sharpe ratio.
as.sr.data.frame | Compute the Sharpe ratio.
as.sr.default | Compute the Sharpe ratio.
as.sr.lm | Compute the Sharpe ratio.
as.sr.matrix | Compute the Sharpe ratio.
as.sr.timeSeries | Compute the Sharpe ratio.
as.sr.xts | Compute the Sharpe ratio.
as.sropt | Compute the Sharpe ratio of the Markowitz portfolio.
as.sropt.default | Compute the Sharpe ratio of the Markowitz portfolio.
as.sropt.xts | Compute the Sharpe ratio of the Markowitz portfolio.
asnr_confint | Confidence intervals on achieved SnR
asnr_confint.del_sropt | Confidence intervals on achieved SnR
asnr_confint.sropt | Confidence intervals on achieved SnR
confint.del_sropt | Confidence Interval on (optimal) Signal-Noise Ratio
confint.sr | Confidence Interval on (optimal) Signal-Noise Ratio
confint.sropt | Confidence Interval on (optimal) Signal-Noise Ratio
del_sropt | Create an 'del_sropt' object.
dsr | The (non-central) Sharpe ratio.
dsropt | The (non-central) maximal Sharpe ratio distribution.
inference | Inference on noncentrality parameter of F-like statistic
inference.del_sropt | Inference on noncentrality parameter of F-like statistic
inference.sropt | Inference on noncentrality parameter of F-like statistic
is.del_sropt | Is this in the "del_sropt" class?
is.sr | Is this in the "sr" class?
is.sropt | Is this in the "sropt" class?
ism_vcov | Compute variance covariance of Inverse 'Unified' Second Moment
pco_sropt | The 'confidence distribution' for maximal Sharpe ratio.
plambdap | The lambda-prime distribution.
power.sropt_test | Power calculations for optimal Sharpe ratio tests
power.sr_test | Power calculations for Sharpe ratio tests
predint | prediction interval for Sharpe ratio
print.del_sropt | Print values.
print.sr | Print values.
print.sropt | Print values.
psr | The (non-central) Sharpe ratio.
psropt | The (non-central) maximal Sharpe ratio distribution.
qco_sropt | The 'confidence distribution' for maximal Sharpe ratio.
qlambdap | The lambda-prime distribution.
qsr | The (non-central) Sharpe ratio.
qsropt | The (non-central) maximal Sharpe ratio distribution.
reannualize | Change the annualization of a Sharpe ratio.
reannualize.sr | Change the annualization of a Sharpe ratio.
reannualize.sropt | Change the annualization of a Sharpe ratio.
rlambdap | The lambda-prime distribution.
rsr | The (non-central) Sharpe ratio.
rsropt | The (non-central) maximal Sharpe ratio distribution.
se | Standard error computation
se.sr | Standard error computation
SharpeR | statistics concerning Sharpe ratio and Markowitz portfolio
SharpeR-NEWS | News for package 'SharpeR':
sm_vcov | Compute variance covariance of 'Unified' Second Moment
sr | Create an 'sr' object.
sric | Sharpe Ratio Information Coefficient
sropt | Create an 'sropt' object.
sropt_test | test for optimal Sharpe ratio
sr_bias | sr_bias .
sr_conditional_test | conditional test for maximum Sharpe ratios.
sr_equality_test | Paired test for equality of Sharpe ratio
sr_max_test | test for multiple Sharpe ratios.
sr_test | test for Sharpe ratio
sr_unpaired_test | test for equation on unpaired Sharpe ratios
sr_variance | sr_variance .
sr_vcov | Compute variance covariance of Sharpe Ratios.
stock_returns | Stock Returns Data
summary.sr | Summarize a Sharpe, or (delta) optimal Sharpe object.
summary.sropt | Summarize a Sharpe, or (delta) optimal Sharpe object.