import type { array, matrix } from "../types";
/**
 * Martin Ratio.
 *
 * A risk-adjusted performance measure that uses the Ulcer Index to adjust for risk.
 * Martin Ratio = (Portfolio Return - RiskFree) / Ulcer Index
 *
 * @param x Asset/portfolio returns
 * @param frisk Annual free-risk rate (defaults to 0)
 * @param t Frequency of data. 1: yearly, 4: quarterly, 12: monthly, 52: weekly, 252: daily (defaults to 252)
 * @param mode Drawdown calculation mode: 'return' or 'geometric' (defaults to 'return')
 * @param dim Dimension to operate on (0: row-wise, 1: column-wise) (defaults to 0)
 * @returns Martin Ratio
 * @throws If input is not an array or matrix
 *
 * @example Martin 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(martinratio(x, 0, 12), 44.42545597931942);
 *
 * ```
 *
 * @example Martin ratio for multiple assets
 * ```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];
 *
 * const y = [-0.005, 0.081, 0.04, -0.037, -0.061, 0.058, -0.049, -0.021, 0.062, 0.058];
 * assertEquals(martinratio(x, 0, 12), 44.42545597931942);
 * assertEquals(martinratio(y, 0, 12), 2.438364078885411);
 *
 * ```
 *
 * @example Martin ratio with geometric mode
 * ```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(martinratio(x, 0.02, 12, "geometric"), 40.3700870722293);
 * ```
 */
export default function martinratio(x: array, frisk?: number, t?: number, mode?: "return" | "geometric", dim?: 0 | 1): number;
/**
 * Martin Ratio.
 *
 * A risk-adjusted performance measure that uses the Ulcer Index to adjust for risk.
 * Martin Ratio = (Portfolio Return - RiskFree) / Ulcer Index
 *
 * @param x Asset/portfolio returns
 * @param frisk Annual free-risk rate (defaults to 0)
 * @param t Frequency of data. 1: yearly, 4: quarterly, 12: monthly, 52: weekly, 252: daily (defaults to 252)
 * @param mode Drawdown calculation mode: 'return' or 'geometric' (defaults to 'return')
 * @param dim Dimension to operate on (0: row-wise, 1: column-wise) (defaults to 0)
 * @returns Martin Ratio
 * @throws If input is not an array or matrix
 *
 * @example Martin 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(martinratio(x, 0, 12), 44.42545597931942);
 *
 * ```
 *
 * @example Martin ratio for multiple assets
 * ```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];
 *
 * const y = [-0.005, 0.081, 0.04, -0.037, -0.061, 0.058, -0.049, -0.021, 0.062, 0.058];
 * assertEquals(martinratio(x, 0, 12), 44.42545597931942);
 * assertEquals(martinratio(y, 0, 12), 2.438364078885411);
 *
 * ```
 *
 * @example Martin ratio with geometric mode
 * ```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(martinratio(x, 0.02, 12, "geometric"), 40.3700870722293);
 * ```
 */
export default function martinratio(x: matrix, frisk?: number, t?: number, mode?: "return" | "geometric", dim?: 0 | 1): array | matrix;
//# sourceMappingURL=martinratio.d.ts.map