| Name : R-GRS.test
| |
| Version : 1.2
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.8
| Date : 2024-06-14 11:01:57
|
| Group : Development/Libraries/Other
| Source RPM : R-GRS.test-1.2-lp153.1.8.src.rpm
|
| Size : 0.13 MB
| |
| Packager : (none)
| |
| Summary : GRS Test for Portfolio Efficiency, Its Statistical Power Analysis, and Optimal Significance Level Calculation
|
Description :
Computational resources for test proposed by Gibbons, Ross, Shanken
(1989)< DOI:10.2307/1913625>. It also has the functions for the power
analysis and the choice of the optimal level of significance. The
optimal level is determined by minimizing the expected loss from
hypothesis testing.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
