R: Moment-Free Estimation of Sharpe Ratios

# Moment-Free Estimation of Sharpe Ratios

## Documentation for package ‘sharpeRratio’ version 1.4.3

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

sharpeRratio-package | A moment-free estimator of the Sharpe (signal-to-noise) ratio
a | A pre-calibrated spline function needed to translate the number of upper/lower records in to signa-to-noise ratios.
computeR0bar | Computes the average difference between the number of upper and lower records of the cumulative sum of the sample values.
estimateSNR | computes the signal-to-noise ratio
f | A pre-calibrated spline function needed to translate the number of upper/lower records in to signa-to-noise ratios.
num_records_down | Computes the number of lower records of the cumulative sum of 'x'
num_records_up | Computes the number of upper records of the cumulative sum of 'x'
sharpeRratio | A moment-free estimator of the Sharpe (signal-to-noise) ratio