Man pages for RPEIF
Computation and Plots of Influence Functions for Risk and Performance Measures
| IF | Influence Function for Available Risk and Performance... |
| IF.DSR | Influence Function - Downside Sharpe Ratio |
| IF.ES | Influence Function - Expected Shortfall (ES) |
| IF.ESratio | Influence Function - Expected Shortfall (ES) Ratio |
| IF.LPM | Influence Function - Lower Partial Moment (LPM) |
| IF.Mean | Influence Function - Mean |
| IF.OmegaRatio | Influence Function - Omega Ratio |
| IF.RachevRatio | Influence Function - Rachev Ratio |
| IF.robMean | Influence Function - Robust M-Estimator of Mean |
| IF.SD | Influence Function - Standard Deviation |
| IF.SemiSD | Influence Function - Semi-Standard Deviation (SemiSD) |
| IF.SoR | Influence Function - Sortino Ratio |
| IF.SR | Influence Function - Sharpe Ratio (SR) |
| IF.VaR | Influence Function - Value at Risk (VaR) |
| IF.VaRratio | Influence Function - Value at Risk (VaR) Ratio |
| nuisParsFn | Nuisance Parameters Computation |
