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r / packages / r-rpeif 1.2.4

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.

Installers

  • noarch v1.2.4

conda install

To install this package run one of the following:
conda install r::r-rpeif

Description


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