CRAN/E | RPESE

RPESE

Estimates of Standard Errors for Risk and Performance Measures

Installation

About

Estimates of standard errors of popular risk and performance measures for asset or portfolio returns using methods as described in Chen and Martin (2021) doi:10.21314/JOR.2020.446.

Key Metrics

Version 1.2.5
Published 2022-09-08 607 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks RPESE results

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Maintainer

Maintainer

Anthony Christidis

anthony.christidis@stat.ubc.ca

Authors

Anthony Christidis
Xin Chen

Material

README
NEWS
Reference manual
Package source

Vignettes

Risk and Performance Estimators Standared Errors (RPESE)

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

RPESE archive

Imports

xts
zoo
boot
RPEIF
RPEGLMEN
RobStatTM

Suggests

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Reverse Suggests

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