Peer performance analysis in R


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Documentation for package ‘PeerPerformance’ version 2.0.3

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alphaScreening Screening using the Alpha outperformance ratio
hfdata Hedge-fund data
msharpe Compute Modified Sharpe ratio
msharpeBlockSize Optimal block length for bootstrap test of difference of modified Sharpe ratios
msharpeScreening Screening using the modified Sharpe outperformance ratio
msharpeTesting Testing the difference of modified Sharpe ratios
sharpe Compute Sharpe ratio
sharpeBlockSize Optimal block length for bootstrap test of difference of Sharpe ratios
sharpeScreening Screening using the Sharpe outperformance ratio
sharpeTesting Testing the difference of Sharpe ratios