Summarize a Sharpe, or (delta) optimal Sharpe object.
Computes a summary of an object, adding in some statistics.
## S3 method for class 'sr' summary(object, ...) ## S3 method for class 'sropt' summary(object, ...)
object
: an object of class sr
, sropt
or del_sropt
....
: additional arguments affecting the summary produced, though ignored here.When an sr
object is input, the object cast to class summary.sr
with some additional fields:
When an sropt
object is input, the object cast to class summary.sropt
with some additional fields:
sric
.Enhances an object of class sr
, sropt
or del_sropt
to also include t- or T-statistics, p-values, and so on.
# Sharpe's 'model': just given a bunch of returns. set.seed(1234) asr <- as.sr(rnorm(253*3),ope=253) summary(asr)
Sharpe, William F. "Mutual fund performance." Journal of business (1966): 119-138. https://ideas.repec.org/a/ucp/jnlbus/v39y1965p119.html
print.sr
.
Other sr: as.sr()
, confint.sr()
, dsr()
, is.sr()
, plambdap()
, power.sr_test()
, predint()
, print.sr()
, reannualize()
, se()
, sr
, sr_equality_test()
, sr_test()
, sr_unpaired_test()
, sr_vcov()
Steven E. Pav shabbychef@gmail.com