Man pages for AnthonyChristidis/IFs
Computation and Plots of Influence Functions for Risk and Performance Measures

IFInfluence Function for Available Risk Measures
IF.ESInfluence Function - Expected Shortfall (ES)
IF.ESratioInfluence Function - Expected Shortfall (ES) Ratio
IF.LPMInfluence Function - Lower Partial Moment (LPM)
IF.meanInfluence Function - Mean
IF.OmegaInfluence Function - Omega Ratio
IF.RachRInfluence Function - Rachev Ratio
IF.SDInfluence Function - Standard Deviation
IF.SoRInfluence Function - Sortino Ratio
IF.SRInfluence Function - Sharpe Ratio (SR)
IF.SSDInfluence Function - Semi-Standard Deviation (SSD)
IF.VaRInfluence Function - Value at Risk (VaR)
IF.VaRratioInfluence Function - Value at Risk (VaR) Ratio
nuisParsFnNuisance Parameters Computation
AnthonyChristidis/IFs documentation built on Nov. 7, 2019, 12:32 p.m.