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- ## Run Sharpe testing (asymptotic hac)
- x = SR_for_r[,1]
- y = SR_for_r[,2]
- ctr = list(type = 1, hac = TRUE)
- out = sharpeTesting(x, y, control = ctr)
- print(out)
- ## Run Sharpe testing (circular bootstrap)
- x = SR_for_r[,1]
- y = SR_for_r[,2]
- set.seed(1234)
- ctr = list(type = 2, nBoot = 1000, bBoot = 3)
- out = sharpeTesting(x, y, control = ctr)
- print(out)
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