computeR0bar {sharpeRratio} | R Documentation |
Computes the average difference between the number of upper and lower records of the cumulative sum of the sample values.
computeR0bar(x, numPerm = 100L, q1 = 0.025, q2 = 0.975)
x |
a vector of sample values |
numPerm |
the number of random permutations (or shuffles) of the sample value order |
q1 |
a real number for computing the lower confidence interval |
q2 |
a real number for computing the upper confidence interval |
a list
mean the average difference of upper and lower records of the cumulative sum of x
q1 the q1 quantile of the difference
q1 the q2 quantile of the difference