Package: sharpeRratio
Type: Package
Title: Moment-Free Estimation of Sharpe Ratios
Version: 1.4.1
Date: 2020-05-06
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
Imports: Rcpp (>= 0.12.4)
LinkingTo: Rcpp
RoxygenNote: 7.0.2
Encoding: UTF-8
NeedsCompilation: yes
Packaged: 2020-05-14 13:19:27 UTC; damien
Repository: CRAN
Date/Publication: 2020-05-15 15:05:47 UTC
Built: R 3.6.3; x86_64-w64-mingw32; 2020-08-05 02:28:07 UTC; windows
Archs: i386, x64
