Package: RPESE
Type: Package
Title: Estimates of Standard Errors for Risk and Performance Measures
Version: 1.0.5
Date: 2020-06-18
Author: Anthony Christidis <anthony.christidis@stat.ubc.ca>, 
  Xin Chen <chenx26@uw.edu>
Maintainer: Anthony Christidis <anthony.christidis@stat.ubc.ca>
Description: Estimates of standard errors of popular risk and performance 
             measures for asset or portfolio returns using methods as described in 
             Chen and Martin (2019) <https://ssrn.com/abstract=3085672>.
Biarch: true
License: GPL (>= 2)
Imports: xts, zoo, boot, sandwich, RPEIF, RPEGLMEN,
        PerformanceAnalytics
Suggests: testthat, R.rsp
Depends:
RoxygenNote: 7.0.2
VignetteBuilder: R.rsp
LazyData: true
NeedsCompilation: no
Packaged: 2020-06-19 00:15:18 UTC; antho
Repository: CRAN
Date/Publication: 2020-06-19 22:30:02 UTC
Built: R 3.6.3; ; 2020-08-05 04:52:46 UTC; windows
