Package: RPESE
Type: Package
Title: Estimates of Standard Errors for Risk and Performance Measures
Version: 1.0
Date: 2019-10-26
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 (2019) <https://ssrn.com/abstract=3085672>.
Biarch: true
License: GPL (>= 2)
Imports: RPEIF, RPEGLMEN, PerformanceAnalytics, xts, zoo, robustbase,
        boot, sandwich
Suggests: testthat, R.rsp
Depends:
RoxygenNote: 6.1.1
VignetteBuilder: R.rsp
LazyData: true
NeedsCompilation: no
Packaged: 2019-11-05 18:59:07 UTC; antho
Repository: CRAN
Date/Publication: 2019-11-06 12:50:02 UTC
