NEWS
PeerPerformance 2.3.2 (2025-08-18)
- Several fixes in documentation and good practices
PeerPerformance 2.3.1 (2024-11-13)
PeerPerformance 2.3.0
- Doc fixed
- alphaScreening now also outputs the betas
- Bug in lambda resampling fixed
PeerPerformance 2.2.5 (2021-05-16)
PeerPerformance 2.2.3 (2021-04-21)
PeerPerformance 2.2.1 (2018-08-30)
- Switch to parallel package
- References updated
PeerPerformance 2.1.4
PeerPerformance 2.1.3
PeerPerformance 2.1.2 (2017-02-04)
PeerPerformance 2.1.1 (2017-01-29)
- Documentation fixes
- First CRAN release
PeerPerformance 2.1.0
- New PeerPerformance documentation
- Compiler imported directly within function
PeerPerformance 2.0.11
- Examples added
- Block length not exported anymore
PeerPerformance 2.0.10
- Roxygen documentation
- testthat added
- Format of code
PeerPerformance 2.0.9
- Update CITATION and DESCRIPTION
PeerPerformance 2.0.8
- Small improvements with compiler
- Citations updated
PeerPerformance 2.0.7
- Various improvements
- Small fix in documentation
PeerPerformance 2.0.5
- Fix in documentation for modified Sharpe testing
- Small fix in pvalue computation by bootstrap (symmetric)
PeerPerformance 2.0.4
- Bug fix for alpha screening when NA are in the dataset
- Risk-free rate removed
- tstat used for attribution
PeerPerformance 2.0.3
- Major functions contain risk-free rates (zero by default)
- Documentation updated
- Adjustment factor robustified
PeerPerformance 2.0.2
- alphaScreening fixed
- alphaScreening now encompasses hac estimation with sandwich and lmtest
- citation file updated
PeerPerformance 2.0.1
- New package's name
- New package's number
- New package's structure
PeerPerformance 1-00.15
- pi+ fixed
- Default settings for lambda = NULL
PeerPerformance 1-00.14
- Fix of errors in examples
PeerPerformance 1-00.13
- Control parameters for lambda data driven (NULL)
- Documentation updated
- Function for optimal lambda corrected and enhanced
- Function pizero and pi corrected
PeerPerformance 1-00.01
- First release
- Package includes (parallel) alpha and sharpe screening algorithms