Package: RPESE
Type: Package
Title: Estimates of Standard Errors for Risk and Performance Measures
Version: 1.2.6
Date: 2025-12-03
Authors@R: c(
    person(given = "Anthony",
           family = "Christidis",
           role = c("aut", "cre"),
           email = "anthony.christidis@stat.ubc.ca"),
    person(given = "Xin",
           family = "Chen",
           role = "aut",
           email = "chenx26@uw.edu"))
Description: 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>.
Biarch: true
License: GPL (>= 2)
Imports: xts, zoo, boot, RPEIF, RPEGLMEN, RobStatTM
Suggests: testthat, R.rsp, PerformanceAnalytics
Depends:
RoxygenNote: 7.2.1
VignetteBuilder: R.rsp
NeedsCompilation: no
Packaged: 2025-12-03 17:20:47 UTC; anthony
Author: Anthony Christidis [aut, cre],
  Xin Chen [aut]
Maintainer: Anthony Christidis <anthony.christidis@stat.ubc.ca>
Repository: CRAN
Date/Publication: 2025-12-03 17:40:03 UTC
Built: R 4.4.3; ; 2025-12-15 04:09:29 UTC; windows
