R: Estimates of Standard Errors for Risk and Performance Measures

# Estimates of Standard Errors for Risk and Performance Measures

## Documentation for package ‘RPESE’ version 1.2.7

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

## Help Pages

DSR.SE | Standard Error Estimate for Downside Sharpe Ratio (DSR) of Returns
ES.SE | Standard Error Estimate for Expected Shortfall (ES) of Returns
ESratio.SE | Standard Error Estimate for Expected Shortfall Ratio (ESratio) of Returns
EstimatorSE | Wrapper Function for Standard Errors Estimates Functions
LPM.SE | Standard Error Estimate for Lower Partial Moment (LPM) of Returns
Mean.SE | Standard Error Estimate for Mean of Returns
OmegaRatio.SE | Standard Error Estimate for Omega Ratio of Returns
printSE | Formatted Output for Standard Errors Functions in RPESE
RachevRatio.SE | Standard Error Estimate for Rachev Ratio of Returns
robMean.SE | Standard Error Estimate for Robust Location (Mean) M-Estimator of Returns
SD.SE | Standard Error Estimate for Standard Deviation (SD) of Returns
SemiSD.SE | Standard Error Estimate for Semi-Standared Deviation (SemiSD) of Returns
SoR.SE | Standard Error Estimate for Sortino Ratio (SoR) of Returns
SR.SE | Standard Error Estimate for Sharpe Ratio (SR) of Returns
VaR.SE | Standard Error Estimate for Value-at-Risk (VaR) of Returns
VaRratio.SE | Standard Error Estimate for Value-at-Risk Ratio (VaRratio) of Returns