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SE.ES.Rd
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SE.ES.Rd
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% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/SE_ES.R
\name{SE.ES}
\alias{SE.ES}
\title{Wrapper function to compute the standard error for ES estimator}
\usage{
SE.ES(data, ..., se.method = c("none", "IFiid", "IFcor", "BOOTiid",
"BOOTcor"))
}
\arguments{
\item{data}{xts object}
\item{...}{extra arugements to be passed to lower level functions, see details}
\item{se.method}{a character string indicating which method should be used to compute
the standard error of the estimated standard deviation. One of \code{"none"} (default),
\code{"IFiid"}, \code{"IFcor"}, \code{"BOOTiid"}, \code{"BOOTcor"}. Currely, only \code{"IFiid"}
is implemented.}
}
\value{
SE of ES
}
\description{
Wrapper function to compute the standard error for ES estimator
}
\examples{
data(edhec)
SE.ES(edhec,se.method="IFiid")
}
\author{
Xin Chen
}