Changes in version 1.2.7 (2026-01-07) - Removed redundant Maintainer field from DESCRIPTION (already specified in Authors@R). - Added Encoding: UTF-8 to DESCRIPTION. - Updated all examples to conditionally check for PerformanceAnalytics availability using requireNamespace(), ensuring compatibility with noSuggests CRAN checks. - Package now compatible with RPEIF 1.2.6 and RPEGLMEN 1.1.5. Changes in version 1.2.6 (2025-12-03) - Update author field in DESCRIPTION file. Changes in version 1.2.5 (2022-09-08) - Fix error in point estimate computation for Value-at-Risk. Changes in version 1.2.4 (2021-09-22) - Update Description file reference to technical article. Changes in version 1.2.3 (2021-06-09) - Fix code errors in the vignette. Changes in version 1.2.2 (2021-05-13) - Update RPEIF function name for mean estimator. - Remove edhec data. Changes in version 1.2.1 (2021-05-07) - Update the name for robust mean function. - Change default SE methods for performance measures (Adapt -> PW) Changes in version 1.2.0 (2021-03-10) - Add the robust m-estimator of location. - Update vignette for new robust estimator and fix old typos. Changes in version 1.1.0 (2020-10-24) - Adapt RPESE to changes to RPEIF 1.1.0 Changes in version 1.0.6 - Typo for prewhitening (variable name). Changes in version 1.0.5 (2020-06-19) - Another error for prewhitening. Now the residuals are passed on for the GLM fit. Changes in version 1.0.4 (2020-06-17) - Fix error for prewhitening. Changes in version 1.0.3 (2020-03-16) - Fix error for the StdDev.SE function. - Fix error for the SortinoRatio.SE function. - New option to return the correlations of the returns and the IF transformed returns. Changes in version 1.0.2 (2020-03-03) - Add the option to return the coefficients from the Exponential/Gamma fit. Changes in version 1.0.1 (2019-12-17) - Fix bug for SemiSD. - Add functionality of package for frequency decimation and truncation. Changes in version 1.0.0 - Initial stable release of package.