This repository contains an R package that implements the influence functions of various risk and performance measures as mentioned in Zhang and Martin (2017) (https://ssrn.com/abstract=2747179) as well as Chen and Martin (2018) (https://ssrn.com/abstract=3085672).
|Author||Anthony Christidis <[email protected]>, Shengyu Zhang <[email protected]>, Douglas Martin <[email protected]>|
|Maintainer||Anthony-Alexander Christidis <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on GitHub|
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