Other packages > Find by keyword >

RPEIF  

Computation and Plots of Influence Functions for Risk and Performance Measures
View on CRAN: Click here


Download and install RPEIF package within the R console
Install from CRAN:
install.packages("RPEIF")

Install from Github:
library("remotes")
install_github("cran/RPEIF")

Install by package version:
library("remotes")
install_version("RPEIF", "1.2.5")



Attach the package and use:
library("RPEIF")
Maintained by
Anthony Christidis
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-07-03
Latest Update: 2021-10-14
Description:
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.
How to cite:
Anthony Christidis (2019). RPEIF: Computation and Plots of Influence Functions for Risk and Performance Measures. R package version 1.2.5, https://cran.r-project.org/web/packages/RPEIF. Accessed 05 Jun. 2026.
Previous versions and publish date:
1.0.1 (2019-10-28 10:20), 1.0.2 (2019-10-28 18:00), 1.0.3 (2019-12-15 16:20), 1.0.5 (2020-03-02 13:50), 1.0.6 (2020-03-03 10:10), 1.0.7 (2020-03-16 11:40), 1.0.8 (2020-04-23 09:20), 1.0 (2019-07-03 18:20), 1.1.0 (2020-10-23 13:00), 1.2.0 (2021-03-09 11:30), 1.2.1 (2021-05-06 13:50), 1.2.2 (2021-05-13 09:32), 1.2.3 (2021-06-09 11:20), 1.2.4 (2021-10-14 13:10)
Other packages that cited RPEIF R package
View RPEIF citation profile
Other R packages that RPEIF depends, imports, suggests or enhances
Complete documentation for RPEIF
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

envirem  
Generation of ENVIREM Variables
Generation of bioclimatic rasters that are complementary to the typical 19 bioclim variables. ...
Download / Learn more Package Citations See dependency  
msm  
Multi-State Markov and Hidden Markov Models in Continuous Time
Functions for fitting continuous-time Markov and hidden Markov multi-state models to longitudinal d ...
Download / Learn more Package Citations See dependency  
crossurr  
Cross-Fitting for Doubly Robust Evaluation of High-Dimensional Surrogate Markers
Doubly robust methods for evaluating surrogate markers as outlined in: Agniel D, Hejblum BP, Thiebau ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
ibb  
R Wrapper for Istanbul Municipality Open Data Portal
Call wrappers for Istanbul Metropolitan Municipality's Open Data Portal (Turkish: Istanbul B ...
Download / Learn more Package Citations See dependency  

27,268

R Packages

233,548

Dependencies

72,590

Author Associations

27,205

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA