- Several fixes in documentation and good practices
- Doc fixed
- Doc fixed
- alphaScreening now also outputs the betas
- Bug in lambda resampling fixed
- Doc fixed
- url fixed
- Switch to parallel package
- References updated
- Small fix in counting NA
- Documentation fixes
- Documentation fixes
- Documentation fixes
- First CRAN release
- New PeerPerformance documentation
- Compiler imported directly within function
- Examples added
- Block length not exported anymore
- Roxygen documentation
- testthat added
- Format of code
- Update CITATION and DESCRIPTION
- Small improvements with compiler
- Citations updated
- Various improvements
- Small fix in documentation
- Fix in documentation for modified Sharpe testing
- Small fix in pvalue computation by bootstrap (symmetric)
- Bug fix for alpha screening when NA are in the dataset
- Risk-free rate removed
- tstat used for attribution
- Major functions contain risk-free rates (zero by default)
- Documentation updated
- Adjustment factor robustified
- alphaScreening fixed
- alphaScreening now encompasses hac estimation with sandwich and lmtest
- citation file updated
- New package's name
- New package's number
- New package's structure
- pi+ fixed
- Default settings for lambda = NULL
- Fix of errors in examples
- Control parameters for lambda data driven (NULL)
- Documentation updated
- Function for optimal lambda corrected and enhanced
- Function pizero and pi corrected
- First release
- Package includes (parallel) alpha and sharpe screening algorithms