RPEIF

Computation and Plots of Influence Functions for Risk and Performance Measures

v1.2.5 · Dec 17, 2025 · GPL (>= 2)

Description

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.

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CRAN Check Status

14 OK

Show all 14 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	OK	38.5s
r-devel-linux-x86_64-debian-gcc	OK	29.2s
r-devel-linux-x86_64-fedora-clang	OK	61.5s
r-devel-linux-x86_64-fedora-gcc	OK	67s
r-devel-macos-arm64	OK	16s
r-devel-windows-x86_64	OK	59s
r-oldrel-macos-arm64	OK	21s
r-oldrel-macos-x86_64	OK	91s
r-oldrel-windows-x86_64	OK	66s
r-patched-linux-x86_64	OK	35.8s
r-release-linux-x86_64	OK	33.3s
r-release-macos-arm64	OK	15s
r-release-macos-x86_64	OK	88s
r-release-windows-x86_64	OK	58s

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (2)

imports

RPEGLMEN RPESE

Dependency Network

Version History

new 1.2.5 Mar 10, 2026

updated 1.2.5 ← 1.2.4 diff Dec 17, 2025

updated 1.2.4 ← 1.2.3 diff Oct 13, 2021

updated 1.2.3 ← 1.2.2 diff Jun 8, 2021

updated 1.2.2 ← 1.2.1 diff May 12, 2021

updated 1.2.1 ← 1.2.0 diff May 5, 2021

updated 1.2.0 ← 1.1.0 diff Mar 8, 2021

updated 1.1.0 ← 1.0.8 diff Oct 22, 2020

updated 1.0.8 ← 1.0.7 diff Apr 22, 2020

updated 1.0.7 ← 1.0.6 diff Mar 15, 2020

updated 1.0.6 ← 1.0.5 diff Mar 2, 2020

updated 1.0.5 ← 1.0.3 diff Mar 1, 2020

updated 1.0.3 ← 1.0.2 diff Dec 14, 2019

updated 1.0.1 ← 1.0 diff Oct 27, 2019

updated 1.0.2 ← 1.0.1 diff Oct 27, 2019

new 1.0 Jul 2, 2019