Package: RPEIF
Type: Package
Title: Computation and Plots of Influence Functions for Risk and
        Performance Measures
Version: 1.0.2
Date: 2019-10-28
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: Rcpp (>= 0.12.17), PerformanceAnalytics, xts, zoo, RobStatTM,
        stats
Depends:
RoxygenNote: 6.1.1
Suggests: R.rsp, testthat
VignetteBuilder: R.rsp
LazyData: true
NeedsCompilation: no
Packaged: 2019-10-28 09:29:35 UTC; antho
Repository: CRAN
Date/Publication: 2019-10-28 17:00:05 UTC
