DESCRIPTION

Package: RPEIF
Type: Package
Title: Computation and Plots of Influence Functions for Risk and Performance Measures
Version: 1.2.4
Date: 2021-10-11
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,
    RobStatTM
Depends:
RoxygenNote: 7.1.1
Suggests: R.rsp,
   testthat,
   PerformanceAnalytics
VignetteBuilder: R.rsp