Computation and Plots of Influence Functions for Risk and Performance Measures

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Documentation for package ‘RPEIF’ version 1.2.4

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

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IF	Influence Function for Available Risk and Performance Measures
IF.DSR	Influence Function - Downside Sharpe Ratio
IF.ES	Influence Function - Expected Shortfall (ES)
IF.ESratio	Influence Function - Expected Shortfall (ES) Ratio
IF.LPM	Influence Function - Lower Partial Moment (LPM)
IF.Mean	Influence Function - Mean
IF.OmegaRatio	Influence Function - Omega Ratio
IF.RachevRatio	Influence Function - Rachev Ratio
IF.robMean	Influence Function - Robust M-Estimator of Mean
IF.SD	Influence Function - Standard Deviation
IF.SemiSD	Influence Function - Semi-Standard Deviation (SemiSD)
IF.SoR	Influence Function - Sortino Ratio
IF.SR	Influence Function - Sharpe Ratio (SR)
IF.VaR	Influence Function - Value at Risk (VaR)
IF.VaRratio	Influence Function - Value at Risk (VaR) Ratio
nuisParsFn	Nuisance Parameters Computation