Package: SharpeR
Maintainer: Steven E. Pav <shabbychef@gmail.com>
Authors@R: c(person(c("Steven", "E."), "Pav", role=c("aut","cre"),
    email="shabbychef@gmail.com"))
Version: 0.1501
Date: 2014-12-19
License: LGPL-3
Title: Statistical Significance of the Sharpe Ratio
BugReports: https://github.com/shabbychef/SharpeR/issues
Description: A collection of tools for analyzing significance of trading
    strategies, based on the Sharpe ratio and overfit of the same.
Depends: R (>= 3.0.0)
Imports: matrixcalc
Suggests: xtable, xts, quantmod, MASS, TTR, testthat, sandwich, knitr
URL: https://github.com/shabbychef/SharpeR
VignetteBuilder: knitr
Collate: 'SharpeR.r' 'utils.r' 'distributions.r' 'sr.r' 'estimation.r'
        'tests.r' 'unified.r'
Packaged: 2014-12-20 05:20:50 UTC; spav
Author: Steven E. Pav [aut, cre]
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-12-24 01:30:06
