Package: RPEIF
Type: Package
Title: Computation and Plots of Influence Functions for Risk and
        Performance Measures
Version: 1.0
Date: 2019-06-30
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), ggplot2, PerformanceAnalytics, xts, zoo,
        RobStatTM, stats
Depends:
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 6.1.1
Suggests: R.rsp, testthat
VignetteBuilder: R.rsp
NeedsCompilation: yes
LazyData: true
Packaged: 2019-07-02 23:38:56 UTC; antho
Repository: CRAN
Date/Publication: 2019-07-03 16:20:07 UTC
