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>.

Version:	1.2.7
Imports:	xts, zoo, boot, RPEIF, RPEGLMEN, RobStatTM
Suggests:	testthat, R.rsp, PerformanceAnalytics
Published:	2026-01-08
DOI:	10.32614/CRAN.package.RPESE
Author:	Anthony Christidis [aut, cre], Xin Chen [aut]
Maintainer:	Anthony Christidis <anthony.christidis at stat.ubc.ca>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	no
Materials:	README, NEWS
CRAN checks:	RPESE results

Documentation:

Reference manual:	RPESE.html , RPESE.pdf
Vignettes:	Risk and Performance Estimators Standared Errors (RPESE) (source)

Downloads:

Package source:	RPESE_1.2.7.tar.gz
Windows binaries:	r-devel: RPESE_1.2.7.zip, r-release: RPESE_1.2.7.zip, r-oldrel: RPESE_1.2.7.zip
macOS binaries:	r-release (arm64): RPESE_1.2.7.tgz, r-oldrel (arm64): RPESE_1.2.7.tgz, r-release (x86_64): RPESE_1.2.7.tgz, r-oldrel (x86_64): RPESE_1.2.7.tgz
Old sources:	RPESE archive

Reverse dependencies:

Reverse suggests:

PerformanceAnalytics, PortfolioAnalytics

Linking:

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