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>.
| Version: |
1.2.6 |
| Imports: |
xts, zoo, boot, RPEIF, RPEGLMEN, RobStatTM |
| Suggests: |
testthat, R.rsp, PerformanceAnalytics |
| Published: |
2025-12-03 |
| DOI: |
10.32614/CRAN.package.RPESE |
| Author: |
Anthony Christidis [aut, cre],
Xin Chen [aut] |
| Maintainer: |
Anthony Christidis <anthony.christidis at stat.ubc.ca> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| Materials: |
README, NEWS |
| CRAN checks: |
RPESE results |