import type { array, matrix } from "../types";
/**
 * Pain Ratio.
 *
 * A risk-adjusted measure with free risk and Pain index.
 * Pain Ratio = (Portfolio Return - RiskFree) / Pain Index
 *
 * It measures how much return is earned for each unit of pain (drawdown) experienced.
 *
 * @param x asset/portfolio returns
 * @param frisk annual free-risk rate (def: 0)
 * @param t frequency of data. 1: yearly, 4: quarterly, 12: monthly, 52: weekly, 252: daily (def: 252)
 * @param mode drawdown calculation. 'return','geometric' (def: 'return')
 * @param dim dimension 0: row, 1: column (def: 0)
 * @return Pain Ratio value(s)
 *
 * @example Single array of returns
 * ```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];
 * assertEquals(painratio(x,0,12), 101.04495520047377);
 *
 * ```
 *
 * @example Multiple arrays
 * ```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(painratio(x,0,12), 101.04495520047377);
 * assertEquals(painratio(y,0,12), 3.235687223114222);
 * ```
 */
export default function painratio(x: array, frisk?: number, t?: number, mode?: string, dim?: 0 | 1): number;
/**
 * Pain Ratio.
 *
 * A risk-adjusted measure with free risk and Pain index.
 * Pain Ratio = (Portfolio Return - RiskFree) / Pain Index
 *
 * It measures how much return is earned for each unit of pain (drawdown) experienced.
 *
 * @param x asset/portfolio returns
 * @param frisk annual free-risk rate (def: 0)
 * @param t frequency of data. 1: yearly, 4: quarterly, 12: monthly, 52: weekly, 252: daily (def: 252)
 * @param mode drawdown calculation. 'return','geometric' (def: 'return')
 * @param dim dimension 0: row, 1: column (def: 0)
 * @return Pain Ratio value(s)
 *
 * @example Single array of returns
 * ```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];
 * assertEquals(painratio(x,0,12), 101.04495520047377);
 *
 * ```
 *
 * @example Multiple arrays
 * ```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(painratio(x,0,12), 101.04495520047377);
 * assertEquals(painratio(y,0,12), 3.235687223114222);
 * ```
 */
export default function painratio(x: matrix, frisk?: number, t?: number, mode?: string, dim?: 0 | 1): array | matrix;
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