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.
|Author||Anthony Christidis <firstname.lastname@example.org>, Shengyu Zhang <email@example.com>, Douglas Martin <firstname.lastname@example.org>|
|Maintainer||Anthony Christidis <email@example.com>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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