NEWS

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RPEIF 1.2.4 (2021-10-14)

• Fix RobStatTM missing import.

RPEIF 1.2.3 (2021-06-09)

• Fix code errors in vignette.

RPEIF 1.2.2 (2021-05-13)

• Modify name of IF.mean function to IF.Mean.
• Remove edhec data.
• Change default efficiency for robust estimation.

RPEIF 1.2.1 (2021-05-06)

• Modify name of robLoc function to robMean.

RPEIF 1.2.0 (2021-03-09)

• Addition of the robust location estimator influence function.
• Update of vignette for robust location estimator influence function.

RPEIF 1.1.0 (2020-10-23)

• Rename Rachev and Omega ratios functions.
• Add the Downside Sharpe Ratio function.
• Created tool functions for repetitive tasks.
• Remove Boudt robust filtering function.
• No longer imports PerformanceAnalytics package.
• Hedge fund data edhec added to package.
• Update vignette for changes.

RPEIF 1.0.8 (2020-04-23)

• Update to vignette with new Appendix B.

RPEIF 1.0.7 (2020-03-16)

• Fix typo for VaR Ratio.

RPEIF 1.0.6 (2020-03-03)

• Fix code examples for package dependency.

RPEIF 1.0.5 (2020-03-02)

• Fix RobStatTM dependency.
• Add expand vignette for nuisance parameters usage.

RPEIF 1.0.4

• Fix robust filter for point estimate.

RPEIF 1.0.3 (2019-12-15)

• Update documentation for functions.
• Update function and vignette for semi-standard deviation.
• Update name of vignette.

RPEIF 1.0.2 (2019-10-28)

• Fix erroneous vignette.

RPEIF 1.0.1 (2019-10-28)

• Fix Sharpe Ratio issue.
• Fix vignette plots missing.
• Remove compilation capability.

RPEIF 1.0.0

• Initial stable release of package.