import type { array, matrix } from "../types";
/**
 * Information Ratio.
 *
 * Measures portfolio returns in excess of a benchmark relative to the
 * volatility of those excess returns. The information ratio measures the skill of
 * an asset manager to generate excess returns relative to a benchmark.
 *
 * @param x asset/portfolio returns
 * @param y benchmark returns
 * @param dim dimension 0: row, 1: column (def: 0)
 * @return Information Ratio
 *
 * @example Information ratio between a single asset and benchmark
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * var x = [0.003,0.026,0.015,-0.009,0.014,0.024,0.015,0.066,-0.014,0.039];
 * var y = [-0.005,0.081,0.04,-0.037,-0.061,0.058,-0.049,-0.021,0.062,0.058];
 * assertEquals(inforatio(x,y), 0.09369148584852913);
 * ```
 */
export default function inforatio(x: array, y: array, dim?: 0 | 1): number;
/**
 * Information Ratio.
 *
 * Measures portfolio returns in excess of a benchmark relative to the
 * volatility of those excess returns. The information ratio measures the skill of
 * an asset manager to generate excess returns relative to a benchmark.
 *
 * @param x asset/portfolio returns
 * @param y benchmark returns
 * @param dim dimension 0: row, 1: column (def: 0)
 * @return Information Ratio
 *
 * @example Information ratio between a single asset and benchmark
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * var x = [0.003,0.026,0.015,-0.009,0.014,0.024,0.015,0.066,-0.014,0.039];
 * var y = [-0.005,0.081,0.04,-0.037,-0.061,0.058,-0.049,-0.021,0.062,0.058];
 * assertEquals(inforatio(x,y), 0.09369148584852913);
 * ```
 */
export default function inforatio(x: matrix, y: array, dim?: 0 | 1): array | matrix;
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