R: Computation and Plots of Influence Functions for Risk and Performance Measures

# Computation and Plots of Influence Functions for Risk and Performance Measures

## Documentation for package ‘RPEIF’ version 1.2.5

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

IF | Influence Function for Available Risk and Performance Measures
IF.DSR | Influence Function - Downside Sharpe Ratio
IF.ES | Influence Function - Expected Shortfall (ES)
IF.ESratio | Influence Function - Expected Shortfall (ES) Ratio
IF.LPM | Influence Function - Lower Partial Moment (LPM)
IF.Mean | Influence Function - Mean
IF.OmegaRatio | Influence Function - Omega Ratio
IF.RachevRatio | Influence Function - Rachev Ratio
IF.robMean | Influence Function - Robust M-Estimator of Mean
IF.SD | Influence Function - Standard Deviation
IF.SemiSD | Influence Function - Semi-Standard Deviation (SemiSD)
IF.SoR | Influence Function - Sortino Ratio
IF.SR | Influence Function - Sharpe Ratio (SR)
IF.VaR | Influence Function - Value at Risk (VaR)
IF.VaRratio | Influence Function - Value at Risk (VaR) Ratio
nuisParsFn | Nuisance Parameters Computation