Package: RPEIF
Type: Package
Title: Computation and Plots of Influence Functions for Risk and
        Performance Measures
Version: 1.2.2
Date: 2021-05-11
Author: Anthony Christidis <anthony.christidis@stat.ubc.ca>,
    Shengyu Zhang <syzhang@uw.edu>,
    Douglas Martin <doug@amath.washington.edu>
Maintainer: Anthony Christidis <anthony.christidis@stat.ubc.ca>
Description: Computes the influence functions time series of the returns for the risk and 
             performance measures as mentioned in Chen and Martin (2018) 
             <https://www.ssrn.com/abstract=3085672>, as well as in Zhang et al. (2019)
             <https://www.ssrn.com/abstract=3415903>. Also evaluates estimators influence
             functions at a set of parameter values and plots them to display the shapes of 
             the influence functions.
License: GPL (>= 2)
Biarch: true
Imports: xts, zoo, stats
Depends:
RoxygenNote: 7.0.2
Suggests: R.rsp, testthat, RobStatTM, PerformanceAnalytics
VignetteBuilder: R.rsp
NeedsCompilation: no
Packaged: 2021-05-11 22:33:38 UTC; antho
Repository: CRAN
Date/Publication: 2021-05-13 07:32:11 UTC
