xtable, xts, timeSeries, quantmod, MASS, TTR, testthat,
sandwich, knitr

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.
'SharpeR.r' 'utils.r' 'distributions.r' 'sr.r' 'estimation.r'
'sr_bias.r' 'tests.r' 'unified.r'

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>.
xtable, xts, timeSeries, quantmod, MASS, TTR, testthat,
sandwich, txtplot, knitr
'SharpeR.r' 'data.r' 'utils.r' 'distributions.r' 'sr.r'
'estimation.r' 'sr_bias.r' 'tests.r' 'unified.r'

c(
person("Felix", "Henze", email="felixhenze0@gmail.com", role=c("aut", "cre")),
person("Rich", "Geldreich", role=c("ctb", "cph"), comment="Author of included miniz code"),
person("Eric", "Biggers", role=c("ctb", "cph"), comment="Author of included libdeflate code"),
person("Daniel", "Lemire", role=c("ctb", "cph"), comment="Author of included fast_double_parser code")
)
Uses C++ via the 'Rcpp' package to parse modern Excel files ('.xlsx').
Memory usage is kept minimal by decompressing only parts of the file at a time,
while employing multiple threads to achieve significant runtime reduction.
Uses <https://github.com/richgel999/miniz>, <https://github.com/ebiggers/libdeflate>,
and <https://github.com/lemire/fast_double_parser>.
Felix Henze [aut, cre],
Rich Geldreich [ctb, cph] (Author of included miniz code),
Eric Biggers [ctb, cph] (Author of included libdeflate code),
Daniel Lemire [ctb, cph] (Author of included fast_double_parser code)