RPEIF

Computes the influence functions time series of the returns for the risk and performance measures as mentioned in Chen and Martin (2018) , as well as in Zhang et al. (2019) . Also evaluates estimators influence functions at a set of parameter values and plots them to display the shapes of the influence functions.

Last 30 days

Last 365 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.