Other packages > Find by keyword >

SharpeR  

Statistical Significance of the Sharpe Ratio
View on CRAN: Click here


Download and install SharpeR package within the R console
Install from CRAN:
install.packages("SharpeR")

Install from Github:
library("remotes")
install_github("cran/SharpeR")

Install by package version:
library("remotes")
install_version("SharpeR", "1.4.0")



Attach the package and use:
library("SharpeR")
Maintained by
Steven E. Pav
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2013-05-11
Latest Update: 2024-12-18
Description:
A collection of tools for analyzing significance of assets, funds, and trading strategies, based on the Sharpe ratio and overfit of the same. Provides density, distribution, quantile and random generation of the Sharpe ratio distribution based on normal returns, as well as the optimal Sharpe ratio over multiple assets. Computes confidence intervals on the Sharpe and provides a test of equality of Sharpe ratios based on the Delta method. The statistical foundations of the Sharpe can be found in the author's Short Sharpe Course .
How to cite:
Steven E. Pav (2013). SharpeR: Statistical Significance of the Sharpe Ratio. R package version 1.4.0, https://cran.r-project.org/web/packages/SharpeR. Accessed 28 Aug. 2026.
Previous versions and publish date:
(2026-07-09 08:25), 0.1305 (2013-05-11 15:36), 0.1306 (2013-05-21 07:14), 0.1307 (2013-08-09 07:20), 0.1308 (2013-08-12 19:16), 0.1309 (2013-09-22 07:44), 0.1310 (2013-10-29 18:46), 0.1401 (2014-01-04 00:47), 0.1501 (2014-12-24 01:30), 1.0.0 (2015-06-18 18:00), 1.1.0 (2016-03-14 07:54), 1.2.0 (2018-10-07 23:00), 1.2.1 (2020-02-08 08:00), 1.3.0 (2021-08-18 11:10)
Other packages that cited SharpeR R package
View SharpeR citation profile
Other R packages that SharpeR depends, imports, suggests or enhances
Complete documentation for SharpeR
Functions, R codes and Examples using the SharpeR R package
Some associated functions: NEWS . SharpeR . as.del_sropt . as.sr . as.sropt . confint . del_sropt . dsr . dsropt . inference . is.del_sropt . is.sr . is.sropt . ism_vcov . pco_sropt . plambdap . power.sr_test . power.sropt_test . predint . print . reannualize . se . sm_vcov . sr . sr_bias . sr_equality_test . sr_test . sr_unpaired_test . sr_variance . sr_vcov . sric . sropt . sropt_test . stock_returns . summary . 
Some associated R codes: Full SharpeR package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

spatialCovariance  
Computation of Spatial Covariance Matrices for Data on Rectangles
Functions that compute the spatial covariance matrix for the matern and power classes of spatial mod ...
Download / Learn more Package Citations See dependency  
survivalMPLdc  
Penalised Likelihood for Survival Analysis with Dependent Censoring
Fitting Cox proportional hazard model under dependent right censoring using copula and maximum penal ...
Download / Learn more Package Citations See dependency  
mxnorm  
Apply Normalization Methods to Multiplexed Images
Implements methods to normalize multiplexed imaging data, including statistical metrics and visuali ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
RGIFT  
Create Quizzes in GIFT Format
Implementation of some functions to create quizzes in the GIFT format. This format is used by sever ...
Download / Learn more Package Citations See dependency  
shinyFeedback  
Display User Feedback in Shiny Apps
Easily display user feedback in Shiny apps. ...
Download / Learn more Package Citations See dependency  

28,332

R Packages

239,283

Dependencies

75,113

Author Associations

28,333

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA