RPESE
Estimates of Standard Errors for Risk and Performance Measures
Estimates of standard errors of popular risk and performance measures for asset or portfolio returns using methods as described in Chen and Martin (2021) <doi:10.21314/JOR.2020.446>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.2.7 |
rolling linux/jammy R-4.5 | RPESE_1.2.7.tar.gz |
291.7 KiB |
1.2.7 |
rolling linux/noble R-4.5 | RPESE_1.2.7.tar.gz |
291.7 KiB |
1.2.7 |
rolling source/ R- | RPESE_1.2.7.tar.gz |
324.1 KiB |
1.2.7 |
latest linux/jammy R-4.5 | RPESE_1.2.7.tar.gz |
291.7 KiB |
1.2.7 |
latest linux/noble R-4.5 | RPESE_1.2.7.tar.gz |
291.7 KiB |
1.2.7 |
latest source/ R- | RPESE_1.2.7.tar.gz |
324.1 KiB |
1.2.7 |
2026-04-26 source/ R- | RPESE_1.2.7.tar.gz |
324.1 KiB |
1.2.7 |
2026-04-23 source/ R- | RPESE_1.2.7.tar.gz |
324.1 KiB |
1.2.7 |
2026-04-09 windows/windows R-4.5 | RPESE_1.2.7.zip |
294.2 KiB |
1.2.5 |
2025-04-20 source/ R- | RPESE_1.2.5.tar.gz |
298.8 KiB |