R Observatory: Metrics for RPEIF version 1.2.5

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

RPEIF

1.2.5Package record

Computation and Plots of Influence Functions for Risk and Performance Measures

2packages dependsuggested by 1

46.3Kdownloads / year

0.5%test coverage

13/13flavors OK

Overview

About

Maintained by Anthony ChristidisCRAN page ↗

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.

Changes in 1.2.5

Fix DESCRIPTION file author entry.
Fix examples (dependency on PerformanceAnalytics data).

From NEWS.md in the release

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("RPEIF", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-rpeif

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-RPEIF

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-RPEIF

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 1.5 min · r-oldrel-macos-x86_64

Status changes

OK13 OK2026-09-08
ERROR12 OK, 1 ERROR2026-09-07
OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.2.5

READMEYes · 53 wordsVignettesYes · 1 · staticNEWSYes · 67% structured · mentions 1.2.5Citation fileNoWebsitenot declared in DESCRIPTION

Help pages: 16
Examples that run: 100%16 run in a plain check (1 of them under a condition)
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 94%
Help pages citing references: 0%

Vignettes (1)

Vignette for Risk and Performance Estimators Influence Functions Package PDF

How these are measured

Downloads

46.3K

CRAN downloads in the past year

Rank #2,427 · ~127/day · ~3.9K/mo

Releases R versions

Daily download trend is not available in this view yet.

2.6K30 days

6.8K90 days

46.3K1 year

Compare downloads with other packages →

Also on162 r2u6 autocran

How downloads are counted

Dependencies

Declared dependencies

6 external dependencies (excludes base and recommended)

Installing RPEIF adds 9 packages (8 with compiled code, 6.8 MB of source tarballs). Heaviest: robustbase 2.2 MB, rrcov 1.5 MB, mvtnorm 1.0 MB.

Depends (0)

none

Imports (4)

xts zoostatsRobStatTM

LinkingTo (0)

none

Suggests (3)

R.rsp testthat PerformanceAnalytics

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

2direct

0indirect

Imports 2

Suggested by 1

Depends, Imports or LinkingTo, most downloaded first

RPESE RPEGLMEN

Suggests, most downloaded first

PCRA

How these are counted

Code & Tests

People & History

People (3)

Anthony Christidis

Author, Maintainer since 1.0 (2019)

Douglas Martin

Author

Shengyu Zhang

Author

Releases (15)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
1.2.5Latest
record
2025-12-18 · current release · diff ↗
unarchivedReturned to CRAN
2025-12-17
archivedRemoved from CRAN
2025-12-17
issues were not corrected in time
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
1.2.4
record
2021-10-14 · diff ↗
1.2.3
record
2021-06-09 · diff ↗
R
R 4.1.0 released · 2021-05-18
1.2.2
record
2021-05-13 · diff ↗ ·
removed 1 export
IF.mean

added 1 export
IF.Mean
1.2.1
record
2021-05-06 · diff ↗ ·
removed 1 export
IF.robLoc

added 1 export
IF.robMean
1.2.0
record
2021-03-09 · diff ↗ ·
added 1 export
IF.robLoc
1.1.0
record
2020-10-23 · diff ↗ ·
removed 2 exports
IF.Omega, IF.RachR

added 3 exports
IF.DSR, IF.OmegaRatio, IF.RachevRatio
R
R 4.0.0 released · 2020-04-24

Show 9 earlier eventsHide 9 earlier events

1.0.8
record
2020-04-23 · diff ↗
1.0.7
record
2020-03-16 · diff ↗
1.0.6
record
2020-03-03 · diff ↗
1.0.5
record
2020-03-02 · diff ↗
1.0.3
record
2019-12-15 · diff ↗ ·
removed 1 export
IF.SSD

added 1 export
IF.SemiSD
1.0.2
record
2019-10-28 · diff ↗
1.0.1
record
2019-10-28 · diff ↗
1.0
record
2019-07-03
R
R 3.6.0 released · 2019-04-26

Package metadata

First published: 2019-07-03
Total releases: 15 / 7 yrs
License: GPL (>= 2) OSI
Download size: 367 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("RPEIF")

Format

Christidis, A., Martin, D., & Zhang, S. (2025). RPEIF: Computation and Plots of Influence Functions for Risk and Performance Measures (Version 1.2.5) [Computer software]. https://doi.org/10.32614/CRAN.package.RPEIF

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for RPEIF version 1.2.5 [Data set]. HJJB, LLC. Data release v2026-10-26. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-26, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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