Should Sharpe ratio be computed using log returns or relative returns?

I am trying to reconcile some research with some published values of 'Sharpe ratio', and would like to know the 'standard' method for computing the same:

1. Based on daily returns? Monthly? Weekly?


2. Computed based on log returns or relative returns?


3. How should the result be annualized (I can think of a wrong way to do it for relative returns, and hope it is not the standard)?