NEWS.md

In AnthonyChristidis/IFs: Computation and Plots of Influence Functions for Risk and Performance Measures

RPEIF 1.0.0

• Initial stable release of package.

RPEIF 1.0.1

• Fix Sharpe Ratio issue.
• Fix vignette plots missing.
• Remove compilation capability.

RPEIF 1.0.2

• Fix erroneous vignette.

RPEIF 1.0.3

• Update documentation for functions.
• Update function and vignette for semi-standard deviation.
• Update name of vignette.

RPEIF 1.0.4

• Fix robust filter for point estimate.

RPEIF 1.0.5

• Fix RobStatTM dependency.
• Add expand vignette for nuisance parameters usage.

RPEIF 1.0.6

• Fix code examples for package dependency.

RPEIF 1.0.7

• Fix typo for VaR Ratio.

RPEIF 1.0.8

• Update to vignette with new Appendix B.

RPEIF 1.1.0

• Rename Rachev and Omega ratios functions.
• Add the Downside Sharpe Ratio function.
• Created tool functions for repetitive tasks.
• Remove Boudt robust filtering function.
• No longer imports PerformanceAnalytics package.
• Hedge fund data edhec added to package.
• Update vignette for changes.

RPEIF 1.2.0

• Addition of the robust location estimator influence function.
• Update of vignette for robust location estimator influence function.

RPEIF 1.2.1

• Modify name of robLoc function to robMean.

RPEIF 1.2.2

• Modify name of IF.mean function to IF.Mean.
• Remove edhec data.
• Change default efficiency for robust estimation.

RPEIF 1.2.3

• Fix code errors in vignette.

RPEIF 1.2.4

• Fix RobStatTM missing import.

AnthonyChristidis/IFs documentation built on Oct. 13, 2021, 10:33 p.m.