Package: RPEIF 1.2.5

RPEIF: Computation and Plots of Influence Functions for Risk and Performance Measures

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.

Authors:Anthony Christidis [aut, cre], Shengyu Zhang [aut], Douglas Martin [aut]

RPEIF_1.2.5.tar.gz
RPEIF_1.2.5.zip(r-4.7)RPEIF_1.2.5.zip(r-4.6)RPEIF_1.2.5.zip(r-4.5)
RPEIF_1.2.5.tgz(r-4.6-any)RPEIF_1.2.5.tgz(r-4.5-any)
RPEIF_1.2.5.tar.gz(r-4.7-any)RPEIF_1.2.5.tar.gz(r-4.6-any)
RPEIF_1.2.5.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
RPEIF/json (API)
NEWS

# Install 'RPEIF' in R:
install.packages('RPEIF', repos = c('https://anthonychristidis.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/anthonychristidis/rpeif/issues

On CRAN:

Conda:

5.35 score 1 stars 2 packages 18 scripts 4.1k downloads 16 exports 10 dependencies

Last updated from:0419dd1c7c. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK112
source / vignettesOK149
linux-release-x86_64OK96
macos-release-arm64OK126
macos-oldrel-arm64OK93
windows-develOK84
windows-releaseOK64
windows-oldrelOK75
wasm-releaseOK95

Exports:IFIF.DSRIF.ESIF.ESratioIF.LPMIF.MeanIF.OmegaRatioIF.RachevRatioIF.robMeanIF.SDIF.SemiSDIF.SoRIF.SRIF.VaRIF.VaRrationuisParsFn

Dependencies:DEoptimRlatticemvtnormpcaPPpyinitRobStatTMrobustbaserrcovxtszoo

Vignette for Risk and Performance Estimators Influence Functions Package

Rendered fromRPEIFVignette.pdf.asisusingR.rsp::asison May 16 2026.

Last update: 2019-10-28
Started: 2019-06-30