RPEIF
Computation and Plots of Influence Functions for Risk and Performance Measures
Computes the influence functions time series of the returns for the risk and performance measures as mentioned in Chen and Martin (2018)
- Version1.2.4
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release10/14/2021
Documentation
Team
Anthony Christidis
Shengyu Zhang
Douglas Martin
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- Imports4 packages
- Suggests3 packages
- Reverse Imports2 packages