R: Luck-Corrected Peer Performance Analysis in R

# Luck-Corrected Peer Performance Analysis in R

## Documentation for package ‘PeerPerformance’ version 2.3.2

- DESCRIPTION file
- Package NEWS

## Help Pages

PeerPerformance-package | PeerPerformance: Luck-corrected peer performance analysis in R
alphaScreening | Screening using the alpha outperformance ratio
alphaTesting | Testing the difference of alpha outperformance ratios
hfdata | Hedge fund data
msharpe | Compute modified Sharpe ratio
msharpeScreening | Screening using the modified Sharpe outperformance ratio
msharpeTesting | Testing the difference of modified Sharpe ratios
PeerPerformance | PeerPerformance: Luck-corrected peer performance analysis in R
sharpe | Compute Sharpe ratio
sharpeScreening | Screening using the Sharpe outperformance ratio
sharpeTesting | Testing the difference of Sharpe ratios