Package: RPEIF
Type: Package
Title: Computation and Plots of Influence Functions for Risk and
        Performance Measures
Version: 1.2.5
Date: 2025-12-17
Authors@R: c(person(given = "Anthony",
                    family = "Christidis",
                    role = c("aut", "cre"),
                    email = "anthony.christidis@stat.ubc.ca"),
             person(given = "Shengyu",
                    family = "Zhang",
                    role = "aut",
                    email = "syzhang@uw.edu"),
             person(given = "Douglas",
                    family = "Martin",
                    role = "aut",
                    email = "doug@amath.washington.edu"))
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: 7.3.2
Suggests: R.rsp, testthat, PerformanceAnalytics
VignetteBuilder: R.rsp
Encoding: UTF-8
Repository: https://anthonychristidis.r-universe.dev
Date/Publication: 2025-12-17 17:22:50 UTC
RemoteUrl: https://github.com/anthonychristidis/rpeif
RemoteRef: HEAD
RemoteSha: 0419dd1c7c811243aeccf548ccd0c22e1b6e8652
NeedsCompilation: no
Packaged: 2026-06-15 09:08:00 UTC; root
Author: Anthony Christidis [aut, cre],
  Shengyu Zhang [aut],
  Douglas Martin [aut]
Maintainer: Anthony Christidis <anthony.christidis@stat.ubc.ca>