NEWS

---

PeerPerformance 2.3.2 (2025-08-18)

• Several fixes in documentation and good practices

PeerPerformance 2.3.1 (2024-11-13)

• Doc fixed

PeerPerformance 2.3.0

• Doc fixed
• alphaScreening now also outputs the betas
• Bug in lambda resampling fixed

PeerPerformance 2.2.5 (2021-05-16)

• Doc fixed

PeerPerformance 2.2.3 (2021-04-21)

• url fixed

PeerPerformance 2.2.1 (2018-08-30)

• Switch to parallel package
• References updated

PeerPerformance 2.1.4

• Small fix in counting NA

PeerPerformance 2.1.3

• Documentation fixes

PeerPerformance 2.1.2 (2017-02-04)

• Documentation fixes

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