Description
An efficient moment-free estimator of the Sharpe ratio, or signal-to-noise ratio, for heavy-tailed data (see <arXiv:1505.01333>).
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (2 non-OK)
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r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Damien Challet <damien.challet@gmail.com>’
No Authors@R field in DESCRIPTION.
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Authors@R: person(given = "Damien",
family = "Challet",
role = c("aut", "cre"),
email = "damien.challet@gmail.com")
as necessary.
The Description field contains
signal-to-noise ratio, for heavy-tailed data (see <arXiv:1505.01333>).
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Damien Challet <damien.challet@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Damien",
family = "Challet",
role = c("aut", "cre"),
email = "damien.challet@gmail.com")
as necessary.
The Description field contains
signal-to-noise ratio, for heavy-tailed data (see <arXiv:1505.01333>).
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
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NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Damien Challet <damien.challet@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Damien",
family = "Challet",
role = c("aut", "cre"),
email = "damien.challet@gmail.com")
as necessary.
The Description field contains
signal-to-noise ratio, for heavy-tailed data (see <arXiv:1505.01333>).
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Damien Challet <damien.challet@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Damien",
family = "Challet",
role = c("aut", "cre"),
email = "damien.challet@gmail.com")
as necessary.
The Description field contains
signal-to-noise ratio, for heavy-tailed data (see <arXiv:1505.01333>).
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.