Package: RPESE
Type: Package
Title: Estimates of Standard Errors for Risk and Performance Measures
Version: 1.2.3
Date: 2021-06-08
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 (2018) <https://www.ssrn.com/abstract=3085672>.
Biarch: true
License: GPL (>= 2)
Imports: xts, zoo, boot, RPEIF, RPEGLMEN, RobStatTM
Suggests: testthat, R.rsp, PerformanceAnalytics
Depends:
RoxygenNote: 7.0.2
VignetteBuilder: R.rsp
NeedsCompilation: no
Packaged: 2021-06-08 18:21:36 UTC; antho
Repository: CRAN
Date/Publication: 2021-06-09 07:20:05 UTC
