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
NeedsCompilation: no
Packaged: 2021-10-12 18:09:34 UTC; antho
Repository: CRAN
Date/Publication: 2021-10-14 11:10:11 UTC
Built: R 4.1.0; ; 2021-10-15 12:36:24 UTC; unix
