Luck-Corrected Peer Performance Analysis in R
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Documentation for package ‘PeerPerformance’ version 2.4.0
Help Pages
| PeerPerformance-package | PeerPerformance: Luck-corrected peer performance analysis in R |
| alphaScreening | Screening using the alpha outperformance ratio |
| alphaTesting | Testing the difference of alpha outperformance ratios |
| as.data.frame.SCREENING | Coerce a 'SCREENING' object to a data frame |
| confint.SCREENING | Bootstrap confidence intervals for the peer performance ratios |
| exposureHeterogeneity | Factor exposure heterogeneity from a beta screening |
| hfdata | Hedge fund data |
| msharpe | Compute modified Sharpe ratio |
| msharpeScreening | Screening using the modified Sharpe outperformance ratio |
| msharpeTesting | Testing the difference of modified Sharpe ratios |
| PeerPerformance | PeerPerformance: Luck-corrected peer performance analysis in R |
| plot.exposureHeterogeneity | Plot factor exposure heterogeneity |
| plot.rollScreening | Plot a rolling peer performance screening |
| plot.SCREENING | Peer performance screening plot |
| print.SCREENING | Print method for the 'SCREENING' object |
| print.summary.SCREENING | Print method for the 'summary.SCREENING' object |
| print.TESTING | Print method for the 'TESTING' object |
| rollScreening | Rolling-window peer performance screening |
| sharpe | Compute Sharpe ratio |
| sharpeScreening | Screening using the Sharpe outperformance ratio |
| sharpeTesting | Testing the difference of Sharpe ratios |
| summary.SCREENING | Summary method for the 'SCREENING' object |
| targetPeerPerformance | Targeted peer-performance screening for selected funds |