Package: sharpeRratio
Type: Package
Title: Moment-Free Estimation of Sharpe Ratios
Version: 1.4.3
Date: 2022-07-25
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, methods
Imports: Rcpp (>= 0.12.4)
LinkingTo: Rcpp
RoxygenNote: 7.2.0
Encoding: UTF-8
NeedsCompilation: yes
Packaged: 2022-07-05 14:07:50 UTC; damien
Repository: CRAN
Date/Publication: 2022-07-05 14:20:02 UTC
Built: R 4.6.0; x86_64-apple-darwin20; 2026-04-27 03:13:25 UTC; unix
Archs: sharpeRratio.so.dSYM
