<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Computation and Plots of Influence Functions for Risk and
Performance Measures</dc:title>
  <dc:title>R package RPEIF version 1.2.5</dc:title>
  <dc:description>Computes the influence functions time series of the returns for the risk and 
             performance measures as mentioned in Chen and Martin (2018) 
             &lt;https://www.ssrn.com/abstract=3085672&gt;, as well as in Zhang et al. (2019)
             &lt;https://www.ssrn.com/abstract=3415903&gt;. Also evaluates estimators influence
             functions at a set of parameter values and plots them to display the shapes of 
             the influence functions.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Imports: xts, zoo, stats, RobStatTM</dc:relation>
  <dc:relation>Suggests: R.rsp, testthat, PerformanceAnalytics</dc:relation>
  <dc:creator>Anthony Christidis &lt;anthony.christidis@stat.ubc.ca&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Anthony Christidis [aut, cre],
  Shengyu Zhang [aut],
  Douglas Martin [aut]</dc:contributor>
  <dc:rights>GPL (&gt;= 2)</dc:rights>
  <dc:date>2025-12-17</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=RPEIF</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.RPEIF</dc:identifier>
</oai_dc:dc>
