RPEIF
cranv1.2.5Computation and Plots of Influence Functions for Risk and Performance Measures. 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 a
License GPL (>= 2)0 versions1 maintainers4 deps1,022 weekly dl
https://CRAN.R-project.org/package=RPEIF48
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curl https://depscope.dev/api/check/cran/RPEIFFirst published · 2025-12-17 23:49:31
Last updated · 2025-12-17T22:00:13+00:00