Functions and data sets inspired by data sharpening -
             data perturbation to achieve improved performance in
             nonparametric estimation, as described in Choi, E., Hall, P.
             and Rousson, V. (2000).  
             Capabilities for enhanced local linear regression function
             and derivative estimation are included, as well as an
             asymptotically correct iterated data sharpening estimator
             for any degree of local polynomial regression estimation.
             A cross-validation-based bandwidth selector is included which,
             in concert with the iterated sharpener, will often provide
             superior performance, according to a median integrated squared
             error criterion.  Sample data sets are provided to illustrate
             function usage.

A collection of tools for analyzing significance of assets,
    funds, and trading strategies, based on the Sharpe ratio and overfit 
    of the same. Provides density, distribution, quantile and random generation 
    of the Sharpe ratio distribution based on normal returns, as well
    as the optimal Sharpe ratio over multiple assets. Computes confidence intervals
    on the Sharpe and provides a test of equality of Sharpe ratios based on 
    the Delta method. The statistical foundations of the Sharpe can be found in
    the author's Short Sharpe Course  <doi:10.2139/ssrn.3036276>.

An efficient moment-free estimator of the Sharpe ratio, or signal-to-noise ratio, for heavy-tailed data (see <arXiv:1505.01333>).

Functions and data sets for data sharpening.
    Nonparametric regressions are computed subject to smoothness
    and other kinds of penalties.

An algorithm for identifying high-resolution driver elements for datasets from a high-definition reporter assay library. Xinchen Wang, Liang He, Sarah Goggin, Alham Saadat, Li Wang, Melina Claussnitzer, Manolis Kellis (2017) <doi:10.1101/193136>.

Miscellaneous soil data management, summary, visualization, and conversion utilities to support soil survey.