Package: RPEIF
Type: Package
Title: Computation and Plots of Influence Functions for Risk and
        Performance Measures
Version: 1.0.6
Date: 2020-03-02
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 Zhang and Martin (2017) 
             <https://ssrn.com/abstract=2747179> as well as Chen and Martin (2018) 
             <https://ssrn.com/abstract=3085672>. 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: PerformanceAnalytics, xts, zoo, stats
Depends:
RoxygenNote: 7.0.2
Suggests: R.rsp, testthat, RobStatTM
VignetteBuilder: R.rsp
LazyData: true
NeedsCompilation: no
Packaged: 2020-03-03 01:28:47 UTC; antho
Repository: CRAN
Date/Publication: 2020-03-03 09:10:03 UTC
