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