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
NeedsCompilation: no
Packaged: 2025-12-17 17:26:24 UTC; anthony
Author: Anthony Christidis [aut, cre],
  Shengyu Zhang [aut],
  Douglas Martin [aut]
Maintainer: Anthony Christidis <anthony.christidis@stat.ubc.ca>
Repository: CRAN
Date/Publication: 2025-12-17 23:00:13 UTC
Built: R 4.6.0; ; 2026-04-27 19:57:17 UTC; unix
