Coverage report: 100%

Files Functions Classes

coverage.py v7.13.5, created at 2026-03-31 05:40 +0000

File function   statements missing excluded   coverage
src / jsharpe / __init__.py (no function)   2 0 0   100%
src / jsharpe / sharpe.py ppoints   5 0 0   100%
src / jsharpe / sharpe.py robust_covariance_inverse   7 0 0   100%
src / jsharpe / sharpe.py minimum_variance_weights_for_correlated_assets   5 0 0   100%
src / jsharpe / sharpe.py effective_rank   5 0 0   100%
src / jsharpe / sharpe.py moments_Mk   8 0 0   100%
src / jsharpe / sharpe.py sharpe_ratio_variance   8 0 0   100%
src / jsharpe / sharpe.py variance_of_the_maximum_of_k_Sharpe_ratios   2 0 0   100%
src / jsharpe / sharpe.py control_for_FDR   8 0 0   100%
src / jsharpe / sharpe.py expected_maximum_sharpe_ratio   1 0 0   100%
src / jsharpe / sharpe.py minimum_track_record_length   2 0 0   100%
src / jsharpe / sharpe.py make_expectation_gh   6 0 0   100%
src / jsharpe / sharpe.py make_expectation_gh.E   2 0 0   100%
src / jsharpe / sharpe.py adjusted_p_values_bonferroni   3 0 0   100%
src / jsharpe / sharpe.py adjusted_p_values_sidak   2 0 0   100%
src / jsharpe / sharpe.py adjusted_p_values_holm   10 0 0   100%
src / jsharpe / sharpe.py FDR_critical_value   14 0 0   100%
src / jsharpe / sharpe.py FDR_critical_value.f   2 0 0   100%
src / jsharpe / sharpe.py critical_sharpe_ratio   2 0 0   100%
src / jsharpe / sharpe.py probabilistic_sharpe_ratio   5 0 0   100%
src / jsharpe / sharpe.py sharpe_ratio_power   4 0 0   100%
src / jsharpe / sharpe.py generate_autocorrelated_non_gaussian_data   12 0 0   100%
src / jsharpe / sharpe.py get_random_correlation_matrix   14 0 0   100%
src / jsharpe / sharpe.py generate_non_gaussian_data   5 0 0   100%
src / jsharpe / sharpe.py generate_non_gaussian_data.mixture_variance   4 0 0   100%
src / jsharpe / sharpe.py generate_non_gaussian_data.gen_with_true_SR0   8 0 0   100%
src / jsharpe / sharpe.py autocorrelation   5 0 0   100%
src / jsharpe / sharpe.py pFDR   2 0 0   100%
src / jsharpe / sharpe.py oFDR   4 0 0   100%
src / jsharpe / sharpe.py (no function)   30 0 0   100%
Total     187 0 0   100%

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