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.
https://anaconda.org/r/r-rpeif/badges/version.svg
https://anaconda.org/r/r-rpeif/badges/latest_release_date.svg
https://anaconda.org/r/r-rpeif/badges/latest_release_relative_date.svg
https://anaconda.org/r/r-rpeif/badges/platforms.svg
https://anaconda.org/r/r-rpeif/badges/license.svg
https://anaconda.org/r/r-rpeif/badges/downloads.svg