Package: sharpeRratio
Type: Package
Title: Moment-Free Estimation of Sharpe Ratios
Version: 1.4.3
Date: 2022-07-25
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, methods
Imports: Rcpp (>= 0.12.4)
LinkingTo: Rcpp
RoxygenNote: 7.2.0
Encoding: UTF-8
NeedsCompilation: yes
Packaged: 2026-10-17 09:24:51 UTC; root
Repository: https://damienchallet.r-universe.dev
Date/Publication: 2022-07-05 13:20:02 UTC
RemoteUrl: https://github.com/cran/sharpeRratio
RemoteRef: HEAD
RemoteSha: afc5c67b546258d02095d86a5f255a9b933b178d