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| GRS.test-package | GRS Test for Portfolio Efficiency, Its Statistical Power Analysis, and Optimal Significance Level Calculation |
| data | Fama-French Data: 25 size-B/M portfolio and risk factors, obtained from French's library |
| GRS.MLtest | GRS Test Statistic and p-value based on Maximum Likelihood Estimator for Covariance matrix |
| GRS.optimal | Optimal Level of Significance for the GRS test: Normality Assumption |
| GRS.optimalboot | Optimal Level of Significance for the GRS test: Bootstrapping |
| GRS.optimalbootweight | Weighted Optimal Level of Significance for the GRS test: Bootstrapping |
| GRS.optimalweight | Weighted Optimal Level of Significance for the GRS test: Normality Assumption |
| GRS.Power | Statistical Power of the GRS test |
| GRS.Powerfunc | Power functions for the GRS test |
| GRS.T | Sample Size Selection for the GRS test |
| GRS.test | GRS test and Model Estimation Results |