{ "_id": "6a5d53b99baadeef8ab53053", "Package": "PeerPerformance", "Version": "2.4.0", "Title": "Luck-Corrected Peer Performance Analysis in R", "Authors@R": "c(person(\"David\", \"Ardia\", role = c(\"aut\", \"cre\", \"cph\", \"fnd\"),\nemail = \"david.ardia.ch@gmail.com\",\ncomment = c(ORCID = \"0000-0003-2823-782X\")),\nperson(\"Nabil\", \"Bouamara\", role = \"ctb\"),\nperson(\"Kris\", \"Boudt\", role = \"aut\",\ncomment = c(ORCID = \"0000-0002-1000-5142\")),\nperson(\"Sebastien\", \"Legros\", role = \"ctb\"),\nperson(\"Murilo Andre\", \"Peres Pereira\", role = \"ctb\",\ncomment = c(ORCID = \"0009-0007-0086-4801\")),\nperson(\"Benjamin\", \"Seguin\", role = \"ctb\"))", "VignetteBuilder": "knitr", "Description": "Provides functions to perform the peer performance\nanalysis of funds' returns as described in Ardia and Boudt\n(2018) .", "BugReports": "https://github.com/ArdiaD/PeerPerformance/issues", "URL": "https://github.com/ArdiaD/PeerPerformance", "License": "GPL (>= 2)", "LazyData": "true", "Encoding": "UTF-8", "Config/roxygen2/version": "8.0.0", "Repository": "https://ardiad.r-universe.dev", "Date/Publication": "2026-07-19 21:50:10 UTC", "RemoteUrl": "https://github.com/ardiad/peerperformance", "RemoteRef": "HEAD", "RemoteSha": "86a8117c739d38ae9c14e9fdd41a30210cb88c8f", "NeedsCompilation": "no", "Packaged": { "Date": "2026-07-19 22:39:07 UTC", "User": "root" }, "Author": "David Ardia [aut, cre, cph, fnd] (ORCID:\n),\nNabil Bouamara [ctb],\nKris Boudt [aut] (ORCID: ),\nSebastien Legros [ctb],\nMurilo Andre Peres Pereira [ctb] (ORCID:\n),\nBenjamin Seguin [ctb]", "Maintainer": "David Ardia ", "_user": "ardiad", "_type": "src", "_file": "PeerPerformance_2.4.0.tar.gz", "_fileid": "https://r2.ropensci.org/ee1730ef51a5643dd220a5ea85b7b75768e1762b651e7079cc642125e121bc35", "_filesize": 450974, "_sha256": "ee1730ef51a5643dd220a5ea85b7b75768e1762b651e7079cc642125e121bc35", "_expires": "2026-10-27T22:46:15.000Z", "_created": "2026-07-19T22:39:07.000Z", "_published": "2026-07-19T22:46:17.026Z", "_jobs": [ { "job": 88244413791, "time": 351, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "8448126441" }, { "job": 88244413785, "time": 357, "config": "linux-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "8448127272" }, { "job": 88244413813, "time": 187, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "8448102183" }, { "job": 88244413799, "time": 205, "config": "macos-release-arm64", "r": "4.6.1", "check": "OK", "artifact": "8448104644" }, { "job": 88244129351, "time": 221, "config": "source", "r": "4.6.1", "check": "OK", "artifact": "8448074469" }, { "job": 88244413795, "time": 101, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "8448089620" }, { "job": 88244413793, "time": 375, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "8448129920" }, { "job": 88244413812, "time": 350, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "8448126625" }, { "job": 88244413798, "time": 282, "config": "windows-release", "r": "4.6.1", "check": "OK", "artifact": "8448116363" } ], "_host": "GitHub-Actions", "_buildurl": "https://github.com/r-universe/ardiad/actions/runs/29706422860", "_status": "success", "_upstream": "https://github.com/ardiad/peerperformance", "_commit": { "id": "86a8117c739d38ae9c14e9fdd41a30210cb88c8f", "author": "David Ardia ", "committer": "David Ardia ", "message": "Address the independent Codex validation of the recent changes\n\n- Build the per-length bootstrap indices only for the bootstrap test\n (type = 2) and only for pairs passing minObs. They were built\n unconditionally, so asymptotic screening (the default) paid the memory cost\n and could warn or error purely because bBoot exceeded some pair length,\n although bBoot is irrelevant there. This also bounds the index-list size.\n- adjustPi(fast = TRUE) now handles NA/NaN like the default path: uniroot\n fails on such targets and the scalar path falls back to the input, whereas\n the vectorised path raised \"NAs are not allowed in subscripted assignments\".\n NaN does reach adjustPi (an all-NA p-value row makes computePizero NaN).\n Inversion is restricted to finite, bracketed elements; clamping is NA-safe.\n- Correct an overstated accuracy claim in NEWS, the three help pages and the\n code comment: the bisection locates the root to about 1e-12, but agreement\n with the default path is capped by uniroot's own tolerance (about 1.2e-4),\n so the two typically differ by a few 1e-5, the fast path being the more\n accurate one.\n- Correct the justification for the Sharpe '>=' bootstrap p-value: the\n resample space is finite, so ties are possible; '>=' is a deliberate\n conservative convention matching the modified Sharpe test, not a\n probability-zero argument.\n- Tests: round-trip check that the fast path actually solves the inversion\n (1e-9 on bracketed entries, and asserts some entries are inverted so it\n cannot pass vacuously); NA/out-of-bracket parity between the two paths;\n asymptotic screening is unaffected by bBoot. The pre-existing bBoot test now\n uses type = 2, since the asymptotic path no longer consults it.\n\n233 tests pass; R CMD check --as-cran: 0 ERROR / 0 WARNING / 1 NOTE.\n", "time": 1784497810 }, "_maintainer": { "name": "David Ardia", "email": "david.ardia.ch@gmail.com", "login": "ardiad", "orcid": "0000-0003-2823-782X", "description": "Professor in Quantitative Finance", "uuid": 11246455 }, "_distro": "resolute", "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.5.0", "role": "Depends" }, { "package": "compiler", "role": "Imports" }, { "package": "graphics", "role": "Imports" }, { "package": "grDevices", "role": "Imports" }, { "package": "lmtest", "role": "Imports" }, { "package": "parallel", "role": "Imports" }, { "package": "sandwich", "role": "Imports" }, { "package": "stats", "role": "Imports" }, { "package": "knitr", "role": "Suggests" }, { "package": "rmarkdown", "role": "Suggests" }, { "package": "testthat", "role": "Suggests" } ], "_owner": "ardiad", 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