R Observatory: Metrics for SharpeR version 1.4.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

SharpeR

1.4.0Package record

Statistical Significance of the Sharpe Ratio

0packages dependsuggested by 3

5.1Kdownloads / year

85.9%test coverage

11/13flavors OK

Overview

About

Maintained by Steven E. PavCRAN page ↗GitHub ↗Issues ↗

A collection of tools for analyzing significance of assets, funds, and trading strategies, based on the Sharpe ratio and overfit of the same. Provides density, distribution, quantile and random generation of the Sharpe ratio distribution based on normal returns, as well as the optimal Sharpe ratio over multiple assets. Computes confidence intervals on the Sharpe and provides a test of equality of Sharpe ratios based on the Delta method. The statistical foundations of the Sharpe can be found in the author's Short Sharpe Course doi:10.2139/ssrn.3036276.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("SharpeR", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("shabbychef/SharpeR")

Development version from shabbychef/SharpeR. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-sharper

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-SharpeR

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-SharpeR

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

2NOTE11OK

Check messages

NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc

Maintainer: ‘Steven E. Pav <shabbychef@gmail.com>’

Found the following (possibly) invalid file URI:
  URI: books.google.com/books
    From: inst/doc/SharpeRatio.pdf

CRAN check page ↗

Slowest check: 4.7 min · r-oldrel-windows-x86_64

Status changes

NOTE11 OK, 2 NOTE2026-09-08
ERROR10 OK, 2 NOTE, 1 ERROR2026-09-07
NOTE12 OK, 2 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.4.0

READMEYes · 509 wordsVignettesYes · 3 · dynamicNEWSNoCitation fileYes · computed when R runs itWebsitenot declared in DESCRIPTION

Help pages: 38includes a package overview page
Examples that run: 100%36 run in a plain check
Exported functions with examples: 100%
Documented parameters: 98%
Return-value docs: 100%
Help pages citing references: 71%

Vignettes (3)

How these are measured

Downloads

5.1K

CRAN downloads in the past year

Rank #5,979 · ~14/day · ~423/mo

Releases R versions

Daily download trend is not available in this view yet.

50230 days

1.4K90 days

5.1K1 year

Compare downloads with other packages →

Also on117 r2u3 autocran185 c2d4u

How downloads are counted

Repository

shabbychef/sharper ↗Account: shabbychef

21Stars

5Forks

4Open issues

0Open PRs

1Releases

382Commits

5Commit identities

382 commits · Last activity 2024-12-21 · 0% stars, 30d

Responsiveness

How these are sampled

PRs merged (all time): 100%
Median days to close, 50 most recently updated closed issues: 11
Median days to close, 50 most recently updated closed PRs: 2

Stars over time

2025-06-08 · 202026-08-04 · 21

How these are measured

PracticesBeta

8 development-tooling and community-health practices detected across 5 families in the upstream repository

Checks run against github.com/shabbychef/sharper on 2026-10-21.

Continuous integration (2)

GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel

Docs source (1)

README.Rmd

Coverage (1)

Coverage reporting

Reproducibility and dev environment (2)

data-raw/Makefile

Show all practicesHide 1 practice

Git structural (2)

.gitattributesSubmodules

How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies

12 external dependencies (excludes base and recommended)

Installing SharpeR adds 3 packages (1 with compiled code, 785 KB of source tarballs). Heaviest: zoo 675 KB, epsiwal 80 KB, matrixcalc 30 KB.

Depends (1)

R >= 3.0.0

Imports (4)

matrixcalc zoo epsiwalmethods

LinkingTo (0)

none

Suggests (10)

xtable xts timeSeries quantmodMASSTTR testthat sandwich txtplot knitr

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Suggested by 3

Suggests, most downloaded first

madness sadists MarkowitzR

How these are counted

Code & Tests

Datasets

People & History

People (1)

Steven E. Pav

Author, Maintainer since 0.1305 (2013)

Listed in earlier versions (2)

Steven Pav

no longer listed · 3.0.1 to 0.1308

Steven E.

no longer listed · 3.0.2 to 1.4.0

Releases (17)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03
R
R 3.2.0 released · 2015-04-16
R
R 3.1.0 released · 2014-04-10
3.0.3Latest
record
2014-01-03 · current release · diff ↗ ·
added 4 exports
pco_sropt, plambdap, qco_sropt, qlambdap
3.0.2
record
2013-09-21 · diff ↗ ·
added 4 exports
as.del_sropt, del_sropt, is.del_sropt, sr_vcov
3.0.1
record
2013-05-10 · diff ↗ ·
added 22 exports
as.sr, as.sropt, dsr, dsropt, inference, is.sr, is.sropt, power.sropt_test, power.sr_test, psr, psropt, qsr, qsropt, reannualize, rsr, rsropt, se, sr, sr_equality_test, sropt, sropt_test, sr_test

Show 15 earlier eventsHide 15 earlier events

1.4.0
record
2024-12-18 · diff ↗ ·
added 3 exports
asnr_confint, sr_conditional_test, sr_max_test
1.3.0
record
2021-08-18 · diff ↗
1.2.1
record
2020-02-08 · diff ↗
1.2.0
record
2018-10-07 · diff ↗ ·
removed 1 export
summary

added 2 exports
sr_bias, sr_variance
1.1.0
record
2016-03-14 · diff ↗ ·
added 2 exports
sric, summary
1.0.0
record
2015-06-18 · diff ↗ ·
added 2 exports
predint, sr_unpaired_test
0.1501
record
2014-12-24 · diff ↗ ·
added 1 export
rlambdap
0.1401
record
2014-01-04 · diff ↗
0.1310
record
2013-10-29 · diff ↗ ·
added 2 exports
ism_vcov, sm_vcov
0.1309
record
2013-09-22 · diff ↗
0.1308
record
2013-08-12 · diff ↗
0.1307
record
2013-08-09 · diff ↗
0.1306
record
2013-05-21 · diff ↗
0.1305
record
2013-05-11
R
R 3.0.0 released · 2013-04-03

Package metadata

First published: 2013-05-10
Total releases: 17 / 13 yrs
License: LGPL-3 OSI
Minimum R: ≥ 3.0.0
Bundled data: 146 KB / 1 file
Download size: 2.7 MB

Appears in task views

Empirical Finance

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("SharpeR")

The package provides a citation file that builds its entry when R runs it. Run citation() to see it.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for SharpeR version 1.4.0 [Data set]. HJJB, LLC. Data release v2026-10-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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