import type { array, matrix } from "../types";
/**
 * Computes the Adjusted Sharpe Ratio.
 *
 * The Adjusted Sharpe Ratio accounts for skewness and kurtosis with a penalty factor
 * for negative skewness and excess kurtosis.
 *
 * Adjusted Sharpe Ratio formula:
 * **ASR = SR × [1 + (S / 6) × SR - ((K - 3) / 24) × SR²]**
 * where:
 * - `SR` = Sharpe Ratio
 * - `S` = Skewness
 * - `K` = Kurtosis
 *
 * @param x Asset/portfolio returns
 * @param frisk Annual risk-free rate (defaults to 0)
 * @param dim Dimension to operate on (0: row-wise, 1: column-wise, defaults to 0)
 * @returns The computed Adjusted Sharpe Ratio
 * @throws If the input is invalid
 *
 * @example Adjusted Sharpe ratio for a single asset
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * const x = [0.003, 0.026, 0.015, -0.009, 0.014, 0.024, 0.015, 0.066, -0.014, 0.039];
 * assertEquals(adjsharpe(x), 0.8309256847278014);
 *
 * ```
 *
 * @example Adjusted Sharpe ratio with risk-free rate
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * assertEquals(adjsharpe([0.05, 0.03, 0.08, -0.02], 0.02), 0.3510454044056545);
 *
 * ```
 *
 * @example Adjusted Sharpe ratio for matrix (row-wise)
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * const matrix = [[0.01, 0.02], [0.03, -0.01], [0.05, 0.04]];
 * assertEquals(adjsharpe(matrix, 0, 0), [2.9168154723945086, 0.3572362384119537, 27.84232950922034]);
 * ```
 */
export default function adjsharpe(x: array, frisk?: number, dim?: 0 | 1): number;
/**
 * Computes the Adjusted Sharpe Ratio.
 *
 * The Adjusted Sharpe Ratio accounts for skewness and kurtosis with a penalty factor
 * for negative skewness and excess kurtosis.
 *
 * Adjusted Sharpe Ratio formula:
 * **ASR = SR × [1 + (S / 6) × SR - ((K - 3) / 24) × SR²]**
 * where:
 * - `SR` = Sharpe Ratio
 * - `S` = Skewness
 * - `K` = Kurtosis
 *
 * @param x Asset/portfolio returns
 * @param frisk Annual risk-free rate (defaults to 0)
 * @param dim Dimension to operate on (0: row-wise, 1: column-wise, defaults to 0)
 * @returns The computed Adjusted Sharpe Ratio
 * @throws If the input is invalid
 *
 * @example Adjusted Sharpe ratio for a single asset
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * const x = [0.003, 0.026, 0.015, -0.009, 0.014, 0.024, 0.015, 0.066, -0.014, 0.039];
 * assertEquals(adjsharpe(x), 0.8309256847278014);
 *
 * ```
 *
 * @example Adjusted Sharpe ratio with risk-free rate
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * assertEquals(adjsharpe([0.05, 0.03, 0.08, -0.02], 0.02), 0.3510454044056545);
 *
 * ```
 *
 * @example Adjusted Sharpe ratio for matrix (row-wise)
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * const matrix = [[0.01, 0.02], [0.03, -0.01], [0.05, 0.04]];
 * assertEquals(adjsharpe(matrix, 0, 0), [2.9168154723945086, 0.3572362384119537, 27.84232950922034]);
 * ```
 */
export default function adjsharpe(x: matrix, frisk?: number, dim?: 0 | 1): array | matrix;
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