| ACStdDev.annualized | Autocorrleation adjusted Standard Deviation |
| CalmarRatio.Norm | Normalized Calmar ratio |
| CDrawdown | Chekhlov Conditional Drawdown at Risk |
| chart.AcarSim | Acar-Shane Maximum Loss Plot |
| chart.Autocorrelation | Stacked Bar Autocorrelation Plot |
| EmaxDDGBM | Summary of Expected Drawdown using Brownian Motion Assumptions and Return-Volatility |
| glmi | Fitting Generalized Linear Models with HC and HAC Covariance Matrix Estimators |
| GLMSmoothIndex | GLM Index |
| lmi | Fitting Generalized Linear Models with HC and HAC Covariance Matrix Estimators |
| LoSharpe | Andrew Lo Sharpe Ratio |
| QP.Norm | QP function for calculation of Sharpe Ratio |
| Return.Geltner | GLM Index |
| Return.GLM | GLM Return Model |
| Return.Okunev | OW Return Model |
| sd.annualized | Autocorrleation adjusted Standard Deviation |
| sd.multiperiod | Autocorrleation adjusted Standard Deviation |
| se.LoSharpe | Andrew Lo Sharpe Ratio Statistics |
| StdDev.annualized | Autocorrleation adjusted Standard Deviation |
| SterlingRatio.Norm | Normalized Sterling Ratio |
| table.ComparitiveReturn.GLM | Compenent Decomposition of Table of Unsmooth Returns for GLM Model |
| table.EMaxDDGBM | Summary of Expected Drawdown using Brownian Motion Assumptions and Return-Volatility |
| table.normDD | Generalised Lambda Distribution Drawdown |
| table.Sharpe | Sharpe Ratio Statistics Summary |
| table.UnsmoothReturn | Table of Unsmooth Returns |
| UnsmoothReturn | Unsmooth Time Series Return |